These cigars are hearty and definitely good party fare. Doused with honey soaking syrup, the texture and flavors improve upon standing. Make them ahead if you have time constraints.
Make the syrup: Combine the sugar, honey and water in a medium saucepan, bring to a boil. Stir until the sugar is dissolved. Remove from heat and stir in the vanilla bean seeds and cinnamon. Let cool completely.
Make the cigars:
In the bowl of a food processor combine the pistachios, walnuts, pecans, lemon zest, cinnamon and sea salt. Process until the nuts are ground fine. Add the vanilla extract and process until the mixture forms large moist clumps. Place about 1/4 cup of the ground nuts in a small bowl and set aside for garnish.
Preheat the oven to 350°F.
Butter a 13x9-inch baking dish.
Remove the phyllo from the package. Work with one roll at a time and keep the stack of dough sheets covered with a moist towel to prevent them from drying out. Take out 1 sheet and put it on a work surface. Gently brush with the melted butter. Add a second sheet; brush with butter. Top with a third sheet, brush with butter. Add about 3 tablespoons of nut filling toward the bottom of the short end of the pastry and roll up about half way; fold in the long edges of the pastry and roll up completely. Place the roll seam-side down in the buttered 13x9-inch baking dish. Repeat process with remaining phyllo sheets and filling. When the baking dish is full, cut the rolls down the center with a sharp knife. Brush the rolls lightly with melted butter.
Bake in the preheated oven for 22 to 32 minutes. Keep a sharp eye on them so they don’t over-brown.
Remove the cigars from the oven and immediately drizzle the cooled syrup over the hot baklava. (This is important! The baklava must be hot and the syrup must be cool so that the phyllo retains its crispiness!) Garnish with the reserved ground nuts. Serve with comb honey or drizzle with honey before serving.
Notes
If you like Baklava extra spicy, try adding 1/4 teaspoon ground cloves to the nut filling and a pinch of red pepper flakes to the soaking syrup.I added extra ground pistachios on top for a pretty green garnish.