The olive oil can be substituted with melted coconut oil. My method, taught to me by my clever Aunt Rita, calls for pouring the oil over the assembled, cut layers of phyllo and nuts. You can absolutely brush each layer of phyllo with the oil as is traditional instead if you like. Be sure to thaw the phyllo overnight in the refrigerator, then bring to room temperature for a couple of hours before working with it. Athens phyllo, my favorite, is found in most grocery stores in the freezer section. Note that this is the same recipe I use for baklawa in my cookbook and elsewhere on my site, but I've reduced the oil amount by just a touch here. Raw pistachios, finely chopped, make for a brighter green garnish if you like, or simply save a few tablespoons of the ground pistachios from the bowl. Try my nut-free baklawa recipe here. Read more how-to tips for baklawa here.
Make the syrup in advance so it can be fully chilled. In a small saucepan, combine sugar, water and lemon juice and bring to a boil over medium high heat. Reduce heat to medium low and simmer for 5 minutes. Add the orange blossom water. Pour into another, heatproof, container and cool completely. It is essential to pour cool/room temperature syrup over the hot pastry when it comes out of the oven.
Make the sugared nuts: The nuts are ideally ground in a hand grinder, but they can be coarsely chopped in the food processor using pulses, taking care not to go too far. Some nut-dust is unavoidable, but it is better to have a few nuts that need to be broken by hand than to process too much, which will produce nuts that are too finely chopped. Set aside a few tablespoons of the ground nuts to top the baklawa as a garnish. Combine the chopped pistachios and sugar, stirring until all of the nuts are coated.
Preheat the oven to 350 F and assemble the baklawa. Open one sleeve of the phyllo and unroll it on top of the plastic it is packaged in. Keep the phyllo covered with a towel.
Using a metal 13 x 9 x 2-inch metal pan, lay the panover the stack of phyllo to fit. Cut about an inch off of the short side of the phyllo stack so it will fit in the pan. It’s better to leave the phyllo just a hair larger than the pan because it will shrink when it bakes.
Brush the bottom of the pan with olive oil. Lay one stack of phyllo leaves in the pan. Spread the nuts over the phyllo in an even layer. Open the second sleeve of phyllo and trim the same way as the first sleeve. Lay the second stack of leaves over the nuts, taking care that the top layer is a sheet that is not torn. Take a layer from the center of the leaves for the top layer if necessary.
Brush the top layer or two with olive oil to make the cutting a little easier. Using the tip of a very sharp chef’s knife, cut the baklawa into diamonds by cutting six rows (5 cuts) lengthwise and ten rows (9 cuts) crosswise on the diagonal. For slightly smaller pieces, cut 7 rows (6 cuts) lengthwise. Lightly score the top with your knife before diving in so you can see where the cuts will be.
Use your dominant hand to cut and the other hand to hold the top layers of phyllo down while cutting, and be sure to cut all the way through to the bottom of the pan. This is essential so that the oil will seep through all layers. The knife is held almost perpendicular to the pastry, cutting straight down into the phyllo and nuts. The top layer will lift and in general make you want to curse as you cut, but just lay the phyllo back down where it belongs and move on. The sharper your knife, the easier the cutting will be.
Pour the olive oil over the cut baklawa evenly. Allow the oil to settle in, about 5 minutes. Bake on an oven rack second from the top until deep golden brown, 50-60 minutes, rotating the baklawa halfway through baking.
Remove the pan from the oven and without waiting even a minute, immediately pour the chilled orange blossom syrup evenly over the hot baklawa. Listen for the sizzle! When the pastry is just cool enough to handle, cut away a few pieces of the uneven edge morsels to eat warm (the baker's reward...). Let the baklawa cool for several hours.
Cut the pieces of baklawa from the pan with a sharp knife as needed. Top each piece with a pinch of chopped pistachios. Serve in foil mini-muffin cups or directly on a plate, arranged in a circle with the points of the pieces facing the center. Keep the baklawa lightly, not tightly, covered in the pan with plastic wrap or a piece of wax paper for up to 2 weeks.