Preheat the oven to 375 degrees F. In a saute pan over medium heat, melt 2 tablespoons of the butter. Add the onions. Season with salt and cayenne. Saute until translucent, about 2 minutes. Meanwhile, melt 1 tablespoon of the butter in a small saute pan, over medium heat. Add the almonds and sprinkle with sugar. Saute until golden brown, about 2 minutes. Remove from the heat and set aside to cool. Stir the flour into the onions and continue to cook for 1 minute. Stir in the lemon juice and stock and bring to a boil. Add the egg yolks into the hot liquid and mix well. (You want the eggs to curdle) Continue to cook for 3 to 4 minutes, or until the mixture thickens. Remove from the heat and cool completely. Stir in the pigeon and Preserved Lemon and season with salt and cayenne. Brush each sheet of phyllo with the melted butter and place each sheet on top of each other, butter side up. Line a 9-inch pie pan with the buttered phyllo. Spoon the pigeon mixture into the pan and spread evenly. Fold the overlapping phyllo into the pie, brushing with extra butter to seal the pie completely. Brush the top of the pie with the remaining butter. Place on a baking sheet and bake until golden brown, about 30 minutes. Remove from the oven and cool before slicing. Slice the pie into individual servings. Sprinkle the entire pie with the confectioners' sugar and freshly grated cinnamon.