Put the honey, water, lemon peel and slices in a saucepan. Bring to a boil and then reduce the heat and let it simmer for 10 minutes.
After 10 minutes, the syrup will be thick and the color will be darker. Remove the peels and the spices with a slotted spoon. Set the syrup aside.
Make the Filling
Mix the walnuts, almonds, ground cinnamon and nutmeg together in a bowl. Set aside.
Prepare the Phyllo Dough
Unroll the thawed phyllo dough. Measure and cut the short edge and cut lengthwise into 4 even strips so that you have 4 stacks of cut phyllo dough (See the picture tutorial in the post for more details). Each strip should be about 3.5 inches (9 cm) wide. Work as quickly as possible so the dough doesn’t dry out.
Make the Baklava Triangles
Preheat the oven to 180° C / 356° F.
Place a strip of dough on your work surface and drizzle it with melted butter. Place another strip of dough on top of it, as evenly as possible. (Cover remaining dough strips with a damp towel so that they don't dry out.)
Add some filling (about a heaping tablespoon) leaving some space on the top edge (about 2 inches/5 cm).
Then fold the top edge of dough over the filling so you cover it.
Hold the covered filling with your left hand and use your right hand to bring a corner over the filling so that it lines up with the edge on the left side.
Then you fold flag-style all the way to the end. It doesn’t have to be perfect, but you have to work fast so the phyllo dough doesn’t dry out.
Place the triangles on a well-buttered tray or baking sheet (you could line the pan with parchment paper, if you want). I always put the triangles really close together so that they don’t lose their shape while baking.
Butter the triangles with the remaining butter.
Bake for about 30-40 minutes or until golden brown.
When done, take them out of the oven and pour the thick honey syrup all over.
Top with grated pistachio nuts and crushed dried rose buds, if using.
Let them cool and give them some time to absorb most of the syrup.