First, make the syrup because it needs to be room temperature before pouring it over the baklava. Combine all the ingredients in a medium sized pan and bring to a boil. Then let it simmer for 5 minutes and turn the heat off. Leave all the citrus slices in it to further infuse.
Preheat your oven to 180°C (350°F).
Using a food processor, blitz the walnuts until they are almost ground, leaving couple of bigger pieces as a crunchy element. I divided the walnuts and ground ⅔ of them and then the rest just pulse until I had chunks.
Put the walnuts into a medium sized bowl and combine with cinnamon and sugar. That's your filling.
Cut the phyllo sheets to a size of the pan you're using. Mine was 14x27 cm (5,5x10,5 inch). Cover with lightly damp tea towel to keep them from drying out.
Generously butter the bottom and sides of the pan. Place one sheet of phyllo in the pan and generously butter the top with melted unsalted butter, using a pastry brush. Repeat until you have 8 sheets of phyllo for the bottom layer.
Sprinkle the third of the walnut filling evenly across the sheet. Cover with 4 phyllo sheets, brushing the top of each with melted butter. Again, spread the next third of the filling and cover with 4 phyllo sheets, each brushed with melted butter. Spread the last third of the filling and top with 8-10 sheets of phyllo, brushing the top of each layer with melted butter.
Let the baklava sit in room temperature for 10-20 minutes, so the butter solidifies a bit. That will help with cutting.
Using a sharp knife, cut the baklava into diamond shapes or triangles - your choice.
Bake in a preheated oven for 15 minutes, then turn the temperature down to 150°C (300°F) and bake for another 45 minutes. If you're afraid the top is getting too much colour, top it with parchment paper and continue baking.
Once your baklava is all done and hot, pour over it your prepared sugar syrup. Let it cool to room temperature before eating, preferably 3-4 hours.
Some say it's the best next day. You can keep it in the fridge if you like your baklava cold, but it will keep good on the counter, covered with cling film.
If you still don’t own one, I advise you to buy a kitchen scale – they’re cheap and easy to use, and always guarantee the same results in baking!
You can cut the baklava in as many pieces as you'd like, it just depends on how big or small you want your portion.
I've never used frozen phyllo, we always have refrigerated sheets in 500 g packaging. It's fairly inexpensive, so I always buy two - in case I tear some of it, so I can have backup! :)
You can use any nuts you want, mixing walnuts and pistachios sounds like and incredible idea!