Make the Simple Syrup first; combine water, sugar, and lemon juice in a saucepan. Set saucepan over medium-high heat and bring mixture to a simmer; simmer, stirring occasionally, until the sugar has completely dissolved. Continue to simmer for 5 more minutes. Remove from heat; set aside and let cool down completely.
Preheat oven to 325˚F.
In a large bowl combine chopped walnuts, sugar, lemon zest, and cinnamon. Set aside.
Brush the bottom of a 9x13 baking pan with some of the melted butter. Unroll phyllo sheets; as you work with the phyllo sheets, keep the stack covered with a damp paper towel so they don’t dry out while you’re working. You can also use plastic wrap to cover the stack. *IF your phyllo sheets are too large for the pan, use a sharp knife to cut them so that they will fit in your pan. Arrange 10 layers of phyllo sheets into the prepared baking pan, one sheet at a time, brushing EACH SHEET with butter before adding the next. (So, layer 1 sheet, brush with butter, then layer the next, brush with butter, and so on…). Sprinkle about ¾ cups of the walnut mixture over the phyllo. Continue to layer 5 more phyllo sheets, brushing each sheet with butter before adding the next. Sprinkle with a layer of ¾ cup walnut mixture. Repeat this 4 more times. Finish the baklava with a layer of 10 phyllo sheets and brush the top with more butter.
Using a sharp knife, cut into diamond or square shapes all the way to the bottom of the pan. You can cut it into 4 long rows, and then cut diagonally to make diamond shapes, or straight across to make square shapes.
Bake for 55 minutes to 1 hour, or until top of Baklava is golden and crisp. Remove from oven and pour cooled syrup evenly over the entire Baklava. Let the Baklava cool completely in a dry and cool place. For best results, let Baklava sit overnight. Serve.