Preheat the oven to 180 C / Gas mark 4. Butter a 23x33cm (9x13 in) baking dish.
Toss together cinnamon and nuts. Unroll filo and cut whole stack in half to fit the dish. Cover filo with a damp cloth while assembling the baklava, to keep it from drying out.
Place two sheets of filo in the bottom of the prepared dish. Brush generously with butter. Sprinkle 2 to 3 tablespoons of the nut mixture on top. Repeat layers until all ingredients are used, ending with about 6 sheets of filo. Using a sharp knife, cut baklava (all the way through to the bottom of the dish) into four long rows, then (nine times) diagonally to make 36 diamond shapes.
Bake in the preheated oven for 50 minutes, until golden and crisp.
While baklava is baking, combine sugar and water in a small saucepan over medium heat and bring to the boil. Stir in honey and lemon zest, reduce heat and simmer 20 minutes.
Remove the baklava from the oven and immediately spoon the syrup over it. Let cool completely before serving. Store uncovered.