In a large saucepan, mix together the sugar, water, and lemon. Bring to a boil, lower the heat and gently simmer uncovered for 15 minutes.
Combine cream of tartar, cornstarch and orange juice in a cup. Slowly whisk it into the simmering sugar mix. Raise heat and stir often until a candy thermometer registers 112C/233F to 115C/239F. A drop in cold water should form a soft ball.
Remove from heat, and stir in the nuts and coconut.
Pour into a greased 20 centimeter / 8 inch square cake pan. Chill.
Cut into 2.5 centimeter / 1 inch squares with a sharp knife or scissors. Roll the squares in the sugar to coat. Let rest for a few hours. Roll in more sugar.
Cut 12.5 x 12.5 centimeter (5 x 5 inch) squares of wax paper. Roll each piece of candy tightly in the paper and twist ends shut (like taffy). Store pieces in a covered container in the refrigerator.