Soak raisins in hot water. Cover and sit for 15 min. Strain. In food processor (or hand chop) pulse apricots to 1/4" bits. Combine all in a bowl and mix well.
Melt 1/4c. vegetable oil with 2T. butter.
Make sure filo dough is defrosted. Open and lay out. Make two large rectangles. Lay one pile on top of the other and cover with damp rag if you leave the room. Place on sheet on the table and lightly brush with butter mix. Lay another sheet and do same. At bottom of the shorter side place 3T of mix in the shape of a cigar. Roll up filo 1/2 way, tuck corners in, rebrush, and complete the roll. Lightly brush the cigar. Finish the pack of filo , or make what you want and refridge the rest. Apricot mix good in fridge for a few weeks if well covered. Lay cigars on a sheet pan and bake at 350 for 12-12 minutes. (light brown). When cooled brush with cayenne orange syrup.
In small pot, zest and juice of one orange, 1/2 c. sugar, 1c. water and 1/8t. cayenne.Reduce till coats back of spoon. Cool 15 minutes. Brush lightly on cigars to seal all around them.
Peel enough shrimp to give each person 3-4. Leave tails on if you like (nice presentation) Saute shrimp in butter and your favorite spices.
Garnish with a Lebanese or Greek yogurt.