Preheat the oven to 350°F (175°C).
In a bowl, mix the chopped nuts with ground cinnamon.
Brush a 9x13 inch baking dish with melted butter. Place one sheet of phyllo dough in the dish and brush with butter. Repeat this step until you have 8 sheets layered.
Sprinkle a thin layer of the nut mixture over the phyllo dough. Add two more sheets of phyllo, brushing each with butter. Repeat the process until all the nut mixture is used. Finish with 8 layers of phyllo dough, brushing each with butter.
Using a sharp knife, cut the baklava into diamond or square shapes.
Bake in the preheated oven for about 45 minutes, until golden and crisp.
While the baklava is baking, make the syrup. In a saucepan, combine water, sugar, honey, vanilla extract, and lemon zest. Bring to a boil, then reduce heat and simmer for 10 minutes.
Remove the baklava from the oven and immediately pour the hot syrup over it. Let it cool completely before serving.