Prepare the Filling:
Preheat oven to 350ºF (180ºC). Spread hazelnuts on a baking tray and toast for 10 minutes until fragrant. Remove and rub with a towel to remove skins.
On a separate baking sheet, toast almonds and walnuts for 10 minutes.
If figs are dry, cover them with boiling water for 5 minutes, then drain and pat dry. Remove stems and cut in half.
Pulse hazelnuts, almonds, and walnuts in a food processor until coarsely chopped.
Add figs, raisins, orange and lemon zest, marmalade, honey, Marsala wine, and cinnamon. Process until finely chopped and a thick paste forms.
Cover and refrigerate overnight or up to 3 days.
Prepare the Dough:
In a large mixing bowl, cream butter and sugar together until light and fluffy.
Add eggs and egg yolk, mixing until well combined.
In a separate bowl, whisk together flour, baking powder, and salt. Gradually add to the butter mixture, mixing until a soft dough forms.
Divide dough into two portions, wrap in plastic, and refrigerate for at least 1 hour.
Assemble the Cookies:
Preheat oven to 350ºF (180ºC). Line baking sheets with parchment paper.
Roll out one portion of dough into a rectangle, about 1/8 inch thick.
Spoon the fig filling along the center of the dough. Fold the dough over the filling, sealing the edges.
Cut into 1-inch cookies and place on the baking sheet. Repeat with remaining dough and filling.
Bake for 15-20 minutes, until golden brown. Let cool completely.
Prepare the Glaze:
Whisk egg white and lemon juice until frothy. Gradually add powdered sugar, whisking until smooth.
Drizzle over cooled cookies and let set before serving.