Heat a pan and toast the almonds for a couple of minutes. Peel and segment the oranges and leave them to rest on some kitchen towel. Cut the dates into slices.
Use an electric whisk to mix the mascarpone with the condensed milk and cinnamon, then transfer to a piping bag with a smooth, 0.8 in nozzle.
Soak two sponge fingers in the orange juice and place them side by side on a dessert plate. Spoon over a layer of the mascarpone cream mixture and garnish with orange segments, date slices and some flaked almonds. Add a second layer of soaked sponge fingers, then complete with the cream, orange segments, date slices and flaked almonds.
Repeat the whole process to make three more portions and keep cool until ready to serve.