Put the water and oil to come to a boil in a suitable container, then add the baking soda and salt. Remove from the heat once it comes to a boil.
Pour all the flour in at once and stir vigorously with a wooden spoon until you get a smooth dough.
Leave the prepared steamed dough to cool and divide it into small balls. Place a small piece of Turkish delight and a walnut piece in each.
Arrange thus prepared treats in a tray covered with baking paper and bake until golden. While they're still warm, roll them in powdered sugar.
Arrange them in a platter and pour more powdered sugar over them. Leave them to cool.