In a bowl, combine the oil, sugar, and brandy. Whisk for a few minutes until the sugar starts to dissolve. Add the cinnamon, cloves, and orange zest.

Hold the cup with the orange juice over the bowl, add the baking soda to the juice, stir (it will foam), then pour it into the bowl. Whisk again for 1 minute.

In another bowl, sift together the flour and baking powder. Add the flour mixture to the wet ingredients and gently mix until just combined. Do not overwork the dough, or the melomakarona will turn out too dense.

Let the dough rest for 30 minutes. Shape the melomakarona into small pieces, as they will expand while baking. Place them on a baking sheet lined with parchment paper, poke each one 3-4 times with a fork, and bake in a preheated oven at 340°F (170°C) with the fan on for 25-30 minutes.

Let them cool completely. Prepare the syrup by placing all the syrup ingredients in a saucepan and boiling for 6-7 minutes, skimming off any foam that forms.

Keep the syrup warm on low heat. Dip the melomakarona in the syrup a few at a time, leaving them for 1 minute, then turn them over and leave for another 30 seconds. Remove with a slotted spoon, place on a platter, and sprinkle with the chopped walnuts.