To toast nuts, spread them in single layer in pan; bake in a 350° oven 5 minutes.
Shake occasionally.
Finely chop all but the 2 tablespoons nuts with a knife, or whirl a few at a time in a blender.
Blend well with prosciutto, parsley, marjoram, and eggs, mashing together so mixture is slightly compacted.
Set aside while you prepare meat.
Trim excess fat from tenderloin and discard; cut meat in 12 equal-size pieces.
Place each portion of meat between sheets of waxed paper and pound very thin with a flat-surfaced mallet; the meat will tear apart easily but should have no holes.
Divide filling evenly among pounded meat pieces and pat over surface.
Roll to enclose filling and hold shut with small wooden skewers. (You can do this several hours ahead and keep cold, covered.) Melt butter in a wide frying pan over moderate heat and lightly brown the filled rolls on all sides.
Take care not to brown excessively as this hardens meat and makes it dry.
Then add tomato sauce and water to pan, cover, and simmer over low heat for 12 to 15 minutes, turning rolls occasionally.