Phyllo dough is available in frozen section of supermarkets in most of the european and american countries. It might be tough to find it in India except in upscale supermarkets in metros.
In a medium bowl place the cinnamon and walnuts, and mix them together.
Brush the bottom of a 14" x 20" baking dish with the butter. Place one pastry sheet in the dish and brush it with the butter.
Repeat this process so that 6 pastry sheets line the bottom of the dish.
Sprinkle 1/3 of the nut mixture over the top of the pastry sheets. Repeat this process so that there are 3 layers of the nut mixture and four layers of buttered pastry sheets, ending with 6 pastry sheets.
Cut the baklava into 40 diamond shaped pieces. Insert a whole clove in the top of each piece.
Preheat the oven to 350 F.
Bake baklava for 40 minutes, or until it is golden brown.
In a medium saucepan place the sugar, water, orange peel, lemon peel, and cinnamon stick.
Bring the ingredients to a boil and then simmer them for 5 minutes. Add the honey and bring the mixture to a boil.
Remove the pan from the heat and add the lemon juice. Stir the ingredients together and then let the syrup cool. Remove the orange and lemon peels, and the cinnamon stick.
Spread the cool syrup over the hot baklava. Cover the dish with a towel and let it sit for 1 hour before serving