Cut the orange into 6-8 rough pieces (do not peel) and place in a food processor fitted with the metal blade.
Add the dates. Process for about 15 seconds, or until a mushy paste forms but rough chunks of orange peel are still visible.
Place the paste in a small saucepan with the sugar, cinnamon, and wine. Cook over low heat for about 10 minutes, stirring occasionally. Watch carefully so it doesn't burn.
Transfer to a serving bowl and stir in the chopped nuts. Serve with matzo.