Prepare the crust: Line the bottom of a 9-inch springform pan with parchment paper, then brush with melted butter. Set it aside.
Keep your phyllo sheets covered while buttering the sheets. Remove one sheet and brush 3/4 of the sheet with butter, then fold the unbuttered end over to the other end of the phyllo sheet connecting both ends together making half a sheet. Brush the top with butter and fold again, you will end up with one-third of the size of the original sheet. Brush with butter and place it into the springform pan as shown in the picture.
Repeat by overlapping the pieces until the pan is covered with phyllo dough then place into the refrigerator for 10 minutes.
Grind the walnuts and pistachio using a food processor until coarse crumbs, about 3-4 pulses. Transfer the nuts into a bowl and add the cinnamon, salt, and butter and stir to combine using a spatula.
Place this mixture evenly on top of the phyllo in the cake pan and press firmly to compact. Place back into the refrigerator to set.
Prepare the cheesecake filling: Preheat the oven to 330°F (165°C) and set the oven rack to the middle position.
Beat the cheesecake in a bowl using a hand mixer or stand mixer with the paddle attachment until fluffy.
Add the honey and beat for a few seconds, then add the eggs one at a time, and beat until the mixture is well combined.
Add the lemon juice and vanilla and mix for 30 seconds.
Pour the cheesecake filling over the nut crust, then bake in the preheated oven for 50-60 minutes or until lightly golden brown on the top.
Remove the cake from the oven and allow it to cool in the pan for one hour, then refrigerate it for at least 6 hours to allow the filling to set.
Topping: Add the water, honey, lemon juice, and rind into a small pot and bring to a boil on medium-high heat, then reduce the heat and simmer for 10 minutes. Add the walnuts and continue to simmer for 20-25 minutes or until the mixture is thick. Set aside to cool, for about 30 minutes.
Remove the lemon rind, then use a ladle to pour the mixture over the top of the cheesecake.
Enjoy your delicious homemade baklava cheesecake.