Begin by preheating your oven to 350 degrees Farenheit.
Chop the nuts of your choice and toss in a bowl with cinnamon. Set aside to be used later.
Butter the bottoms and sides of your pan. This recipe fits best in a 9×13-inch pan.
Then, unroll your phyllo dough and cut the stack in half to fit in the pan. While you prepare the rest of the dessert, cover your dough with a damp cloth to keep it moist. Take two of your sheets of dough and place in the pan. Butter the dough thoroughly. Repeat until 8 sheets are layered.
Sprinkle a couple tablespoons of your nut and cinnamon mixture on top. On top of the nut mixture, add two sheets of dough. Butter the top of the dough, add more of the nut mix, and layer another two sheets on top. Do this until you have 6-8 more layers of dough.
Use a sharp knife to cut the layers into squares or diamonds. Be sure to cut all the way through to the bottom of the pan. Bake for around 50 minutes or until the baklava is golden brown and beginning to crisp.
While baklava is baking, combine water, sugar, honey, and vanilla in a saucepan over low heat. Stir until the sugar is dissolved and the ingredients are fully combined.
Once baklava is done baking, remove from oven and spoon the honey sauce over the pastry.
Let it cool before baking and do not cover, as it can lead to sogginess.
