Step 1

Preheat the oven to 350°F and set an oven rack in the middle position. Line a baking sheet with parchment paper.

Step 2

Make the filling: Arrange the walnuts in a single layer on the prepared baking sheet and bake until fragrant, 7 to 10 minutes. (Leave the oven on to bake the baklava.) Let the walnuts cool until just warm to the touch. In a food processor, combine the walnuts, sugar, cinnamon and nutmeg, and process until the mixture looks like sand and small pebbles. Transfer the mixture to a medium bowl and set aside.

Step 3

Make the syrup: In a small saucepan, combine the sugar, water, honey, lemon juice, salt, cinnamon stick (if using), and orange rind (if using). Bring to a boil over medium heat (watch carefully so it doesn't boil over), reduce the temperature to low, and simmer, uncovered, for 5 minutes. Let the syrup cool until you are ready to use it.

Step 4

Prep: Near a flat, clean work surface, place a 9x13-inch baking dish, a pastry brush, and the melted butter. Gently lay the phyllo on the work surface and, using a sharp knife, trim the sheets into 8x12-inch rectangles to fit the baking dish. (You can discard the portions you cut off.) Cover the phyllo with plastic wrap and a kitchen towel to prevent it from drying out.

Step 5

Assemble the baklava: Brush melted butter on the bottom of the pan. Add the phyllo, 2 sheets at a time, drizzling with 2 to 3 teaspoons of butter after every 2 sheets. When you get to the 14th sheet, add ⅓ of the filling (about 1¼ cups), spreading it evenly over the surface. Then add 6 more phyllo sheets, drizzling butter after every 2 and adding another third of the filling on top of the 6th. Repeat the 6 layers of phyllo and butter, and add the remaining third of the filling over top. Finish the layering as you started with 14 more layers of phyllo, buttering after every 2. Do not butter the top layer.

Step 6

Score: To cut the baklava, use a very sharp knife and cut all the way through the layers. You can keep it simple and make 24 squares, or cut each square into a diamond. If this is your first time making baklava, start with the squares to get used to cutting the phyllo. If any butter remains, spoon it into the cut lines.

Step 7

Bake: Bake the baklava for 40 to 45 minutes. The top should be golden brown, and you should hear it bubbling.

Step 8

Add the syrup: Let the baklava cool for 5 minutes; then use a spoon to drizzle the syrup into all of the cuts. Allow the baklava to cool completely before enjoying, a few hours or overnight.