The night before, let the phyllo dough thaw out in the fridge.
Preheat the oven to 350 F and butter a 9 x 13 baking dish.
Unroll the phyllo dough. Trim the dough, if necessary, to better fit your baking dish. Then cover it all with a sheet of plastic wrap. Put a lightly dampened cloth over that plastic wrap. Phyllo dough is delicate, we don't want it to dry out or get soggy.
Toss together the cinnamon and walnuts.
Layer ten phyllo dough sheets at the bottom of the baking dish, brushing each with butter as you go. Spread about 1/5 of the walnuts over the phyllo dough. Lay down 5 more phyllo dough sheets, with butter between each layer, then add more nuts. Repeat until the nuts are gone, then top with 10 final layers of buttered phyllo dough. Brush the very top with butter as well.
Using a sharp knife, cut from one corner to the next, then continue cutting in rows to form diamond shapes.
Bake until golden and crisp, about 45 to 50 minutes.
Right after putting the baklava in the oven, get started on the syrup.
Combine the honey, sugar, water, and cinnamon in a high-walled saucepan over low heat. Cook until sugar dissolves, then raise the heat to high to bring mix to a boil. The honey will likely rise for this, so a high walled saucepan will really save you here. Lower the heat to a simmer and let cook for about 5 minutes. Remove from heat and let cool while the baklava finishes cooking. Stir in the orange blossom water.
As soon as the baklava comes out of the oven, pour the honey syrup over it. The pan may seem full once you've gotten about half of it out. Let it sit for a minute to absorb, then add more if desired. You want to make sure it stays moist.
Let the baklava cool uncovered at room temperature for several hours. It'll keep at room temperature for about a week. Cover with a towel or something that doesn't seal the air in because that's likely to change the texture.