In a deep skillet over medium heat, add the olive oil until it heats up. Add the onions, and cook, stirring frequently until soft and starting to caramelize, 8-10 minutes.
Add the shredded chicken, the toasted nuts, and all the spices. Stir to combine, then remove from the heat. Let mixture cool slightly 5 minutes or so.
Fill each sambosa wrapper with a tbsp of mixture on the bottom corner, then fold the corner of the sambosa up and over the filling to the other side, to make a triangle. Keep folding this triangle over all the way up the top (check the video at the bottom of this recipe card to see how). Mix together the flour and water to form a thick paste, and seal the ends of the sambosa to prevent them from opening up while frying.
Place vegetable oil in a skillet, about 2 inches deep and heat on medium high heat. Once hot enough, add the sambosa and fry for around 2 minutes a side until golden brown. Remove to a paper towel lined plate to absorb some of the excess oil, then enjoy warm, optionally with yogurt to dip in.