Make the syrup: In a small pot over medium high heat, combine the sugar, water, and lemon juice, and bring to a boil. Simmer until reduced to a syrupy consistency, 5-7 minutes. Remove from the heat and let cool.
3. Step
Make the filling: In a food processor, combine the walnuts, sugar, and cinnamon. Process until very finely ground.
4. Step
Assemble the baklava: On a flat surface, lay out a sheet of phyllo dough. Brush with melted butter.
5. Step
Spoon some of the filling along the bottom edge of the phyllo sheet, leaving ½ inch (1 ¼ cm) space from the bottom, then roll up as tightly as you can. Transfer to a baking sheet and repeat with the remaining ingredients. You should be about to fit about 12 phyllo rolls per baking sheet.
6. Step
Brush the tops of the rolls with butter, then use a knife to score the rolls diagonally where you will slice them after baking.
7. Step
Bake for 20 minutes, or until golden brown.
8. Step
Immediately after removing from the oven, brush the baklava with the syrup. Finish slicing, then serve.
