Dry fry the nuts in a hot frying pan until lightly browned then cool and finely chop. Return to the pan and mix with the spices and sugar.
Unfold the pastry and using the base of a small 18 x 28cm/7 x 11 inch roasting tin as a guide, cut pastry into rectangles the same size as the base of the tin. Brush half the pastry layers, one a time with melted butter and transfer to the tin.
Spoon the toasted nuts on top in an even layer then drizzle with the honey. Continue layering the remaining pastry sheets on top, brushing each piece with butter.
Cut pastry stack into six squares then each one into four small triangles or squares or a mixture of shapes. Bake in a preheated oven, set to 180°C/350°F/Gas 4 for 30-35 minutes, covering with foil after 20 minutes if the pastry seems to be browning too quickly.
Meanwhile make the syrup by adding the honey, sugar, lemon rind and juice to a saucepan with the water and heat until the honey has melted and the sugar dissolved, simmer for 3-4 minutes until syrupy then stir in the rose water and set aside.
Re-heat the syrup if needed then pour over the baklava as soon as it comes out of the oven. Leave to cool and let the syrup to soak into the pastry layers for 1-2 hours. Cut into pieces following the cuts already made. Arrange on plates and serve with spoonfuls of Greek yogurt, if liked.