Make syrup by combining sugar and water over medium heat. Add honey and lemon zest. Bring to a soft boil until all ingredients are incorporated then remove from stove and set aside
Combine walnuts & pistachios, and then add cinnamon and sugar to nuts. Using a pastry brush, butter each sheet of filo (work quickly as filo dough dries out fast) stacking the sheets on top of each other. Spread nut mixture on filo and roll filo “jelly roll” style into a long tight roll. Score filo roll ½ way through into portion sizes (6-8) pieces.
Generously butter the surface of the roll and place on a sheet pan lined with parchment paper. Bake at 375 degrees for 45 minutes or until baklava is golden brown.
Remove baklava from oven and generously pour syrup over the baklava until well saturated. Let cool and cut at the pre-scored portions. Baklava can be made a day ahead of time and stored at room temperature.