To make the dough, sift together flour, sugar and salt. Mix in shortening using hands or pastry cutter until crumbly. Add eggs and lemon zest. Mix until just incorporated.
Use pasta machine to roll out half the dough to 1/8-inch thickness and forming a long rectangular shape (roughly 15 inches by 3 inches), being careful not to overwork dough. Repeat with other half of dough. Set aside.
To make the filling, use fork to mash chickpeas thoroughly. Stir in brown sugar, honey, grated chocolate, and chopped walnuts.
Drop heaping teaspoonfuls of filling along length of rectangular dough (leaving 1-inch between spoonfuls) keeping to one side. There should be enough room for about 10 spoonfuls. With pastry brush use milk to moisten area around each filling spoonful. Fold dough lengthwise over filling and press down to remove any air and to seal edges. With a fluted pastry cutter or pizza cutter, cut into squares to form individual cookies. Repeat procedure with remaining filling and dough.
Fry cookies in hot vegetable oil until golden brown. Remove and place on paper towels to drain excess oil. Dust with powdered sugar. Serve the same day.