Wash the nuts, quarter (work with gloves) and place in a vessel of at least 5 cups with a tight fitting lid . Add the cognac, cloves and cinnamon. Close and store in a warm, dark place for 2 months.
Strain through a coffee filter or a cheesecloth-lined sieve.
Bring 500 ml (approximately 17 ounces) of water to a boil, add the rock candy and cook until the sugar has dissolved, about 10 minutes. Allow to cool, mix with the filtered cognac mixture and funnel into bottles.
Store in a cool, dark place for 2 months before serving.