Preheat oven to 350 degrees F.
Butter the bottoms and sides of a 9x13 inch pan.
Unroll phyllo dough and cover with a slightly dampened cloth to keep from drying out as you work.
Fold a phyllo sheet to fit the pan. Place it in the pan and butter thoroughly. Repeat until you have 4 folded sheets layered. Sprinkle 2 - 3 tbsp of walnuts (ground or well crushed) on top. Repeat this step 2 more times.
Top the last layer of nuts with a folded phyllo sheet, butter thoroughly and repeat until you have no more phyllo sheets (you may or may not butter the last layer).
Use a sharp knife and cut into diamond or square shapes all the way to the bottom of the pan.
Bake for about 40-45 minutes or until baklava is golden-brown and crisp.
While baklava is baking, make the syrup as follows: Boil sugar and water until sugar is melted. Dissolve the saffron in 2 tbsp of hot water and add it to the syrup (optional). Add cardamom to the syrup and simmer for about 15 minutes or until the syrup is slightly thicken. Add the rose water and simmer for one more minute. Remove from the heat and add 1-2 drops of fresh lemon juice. Let the syrup to be cooled.
Remove baklava from oven and immediately pour the syrup over it. Decorate with crushed pistachio or any other nuts of your choice and/or coconut powder. Let cool. Do not cover it until it is fully cooled.
NOTE : You can make the syrup beforehand, store it in the fridge for 1-2 months and use it whenever you want. However, make sure to use the lemon juice drops if you are going with this option. The baked baklava absorbs the syrup better if the syrup is cold.