Preheat the oven to 180 degrees Celsius (350 degrees Fahrenheit) Gas 4.

For the syrup, put the syrup and vanilla powder in a saucepan with 560 milliliters/two and a half cups water and heat until boiling. Cut one of the lemons in half, then cut one half into slices and add them to the syrup. Lower the heat, cover, and cook for a few minutes. Remove from the heat and stir in the juice and zest of the remaining one and a half lemons. Allow to cool completely.

For the filling, grind the walnuts in a spice mill, then mix well with the remaining ingredients.

Mix 50 milliliters/1/4 cup water with 60 milliliters/1/4 cup of the oil.

Place a sheet of filo/phyllo on a dry work surface with the longer side facing you. (Cover the remaining sheets with clingfilm/plastic wrap to prevent them from drying out.) Brush the oil mixture lightly over the sheet. Cover with another sheet (this one doesn’t need oiling).

Take one-tenth of the filling and spread it lengthwise along the bottom edge of the sheet, leaving a two-centimeter/3/4-inch edge on each side to prevent the filling from spilling out. Roll the sheet up tightly around the filling and into a nice sausage. Repeat this with the remaining sheets of filo/phyllo and the filling. You should have 10 rolls of baklava. Arrange them snugly in the baking pan. Use a sharp knife to score each roll into five to six smaller rolls and brush them with the remaining oil.

Bake in the preheated oven until golden brown. Check if the bottoms of the rolls are baked too before taking the pan out of the oven. Pour the syrup evenly over all the rolls.

Allow to cool completely (at least two hours, or overnight) in the pan before serving to allow the baklava to soak up the syrup. It will keep in an airtight container in the fridge for up to one week.