Combine first 3 ingredients in a small saucepan; bring to a boil. Reduce heat; simmer, uncovered, 5 minutes. Combine 1 tablespoon water and cornstarch; stir well. Add cornstarch mixture to prune mixture; stir well. Stir in brown sugar. Bring to a boil, and cook 1 minute, stirring constantly. Remove from heat, and let cool. Stir in nuts.
Working with 1 phyllo sheet at a time, heavily coat each sheet with cooking spray. Stack 1 phyllo sheet on top of another; coat top sheet with cooking spray. Using a pizza cutter or scissors, cut stack lengthwise into 4 (3 1/2-inch-wide) strips.
Spoon about 1 1/2 tablespoons prune mixture on 1 short side of each phyllo strip, and fold left bottom corner over mixture forming a triangle. Keep folding back and forth into triangle to end of strip. Repeat with remaining sheets of phyllo.
Place triangles, seam sides down, on a baking sheet coated with cooking spray. Lightly spray tops with cooking spray. Bake at 350° for 20 minutes or until golden. Let cool completely on a wire rack. Sprinkle with powdered sugar.