Prepare Kunafa: Separate kunafa threads at room temperature. Sprinkle 4 large tablespoons of powdered sugar over the kunafa and mix well to distribute evenly.
Add Ghee to Kunafa: Melt 1 cup of ghee and pour over the kunafa. Rub the kunafa between your hands to coat each piece evenly with ghee.
Prepare Nuts: Coarsely chop your choice of nuts (hazelnuts, peanuts, or walnuts).
Prepare Goulash Sheets: Take two sheets of goulash and keep the rest covered with a towel to prevent drying.
Assemble Rolls: Place two large tablespoons of the prepared kunafa at the beginning of the goulash sheet. Add some chopped nuts next to the kunafa. Roll tightly until the edge of the sheet.
Brush Rolls with Ghee: Brush the rolls with melted ghee (2 tablespoons) to help them brown and stay closed during baking.
Cut Rolls: Cut the rolled goulash into finger-sized pieces, about every three fingers width, using a knife carefully.
Prepare Baking Tray: Grease a rectangular oven tray well on the base and sides. Arrange the cut rolls standing upright or lying down as preferred.
Bake: Bake in a preheated oven at 180°C (356°F) on the middle rack with heat from below until golden on the bottom. Then turn off the bottom heat, move the tray to the lower rack, and turn on the grill from above until golden on top. Remove immediately once golden.
Prepare Syrup: Combine 3 cups sugar, 3 cups water, and a slice of lemon in a pot. Stir until sugar dissolves and bring to a boil. Once boiling, stop stirring and simmer on medium heat for 10 minutes.
Soak Rolls in Syrup: Pour hot syrup over the hot baked goulash rolls. Let absorb the syrup and cool before serving.
Serve: Serve plain or decorated with a sprinkle of nuts.