Make the syrup: in a saucepan combine sugar, water, lemon zest, cinnamon stick. Bring to a boil and cook for additional 4-5 minutes. Turn the heat off and add lemon juice and rose water. Stir and set aside.
Preheat oven to 320F (160C). Prepare a 9X13 Inch baking pan and set aside.
Prepare the baklava: in a food processor a using a knife, chop all the nuts into course meal size. Set aside.
Spread one sheet of phyllo on a clean towel or a counter. Brush with butter, lay another phyllo sheet, then brush with more melted butter. Sprinkle about 2-3 tablespoons of the nut mixture. Take 2 wooden skewers and place them on the sheet as shown in the video. Roll the dough, then gently press the ends together towards the middle and remove the skewers.
Transfer to prepared dish. Repeat with the remaining dough.
Drizzle rolled baklava with remaining butter. Cut into small tubes.
Bake for 60-70 minutes or until golden brown. If after 40 minutes of baking the baklava turns too brown, cover with aluminum foil for the rest of the baking.
Remove from oven and immediately pour the syrup.
Allow to soak in syrup for at least 30 minutes before serving.