Lightly chop the walnuts in a food processor so they’re not too fine (about quartered). Grind the dry toast or rusks into fine crumbs. Carefully grate the 3 nutmegs.

In a large bowl, combine the chopped walnuts, ground toast, sugar, cinnamon, and grated nutmeg. Mix with a spoon.

Pour the olive oil into a small saucepan and use a tablespoon for measuring.

Use a rectangular baking pan (about 16 inches long). Each time, measure the phyllo sheets to fit exactly in the pan. Trim any excess.

For the base, layer 8 sheets of phyllo as follows: drizzle 1 tablespoon of olive oil on the bottom of the pan and spread it around, add 1 sheet of phyllo, then another tablespoon of oil, and repeat—alternating phyllo and oil—until you have 8 sheets.

From here on, do the following:

Add a sheet of phyllo, brush with 1 tablespoon of oil, and sprinkle a handful of filling. Repeat this process until all the filling is used. When you open the last package of phyllo, set aside 9 sheets for the top layer; use the rest as before with the filling. Ideally, the 9 sheets you set aside should be whole and without defects.

As you add the filling, make sure to distribute it evenly. If you notice a dip in one area, add a little more filling next time to even it out.

Once the filling is finished, cut the baklava into diamond shapes by slicing vertically and diagonally. It’s best to use a large, non-serrated knife, as this can be tiring and there’s a risk of breaking the phyllo if you’re not careful. Each piece should be about two fingers wide. Stick a whole clove in the center of each piece to hold the layers together.

After cutting, heat the remaining olive oil in the saucepan with the butter until hot, then quickly pour it over the cut baklava so it stays hot and spreads evenly. Bake in a preheated oven at 340°F (170°C) for 1 hour and 30 minutes.

About 20 minutes before the baklava is done, start making the syrup. Combine the sugar, water, and orange peel in a pot and bring to a boil. Once it starts boiling, let it simmer for 15 minutes so it thickens slightly but is still pourable. Squeeze and strain the lemon juice, then add it to the syrup when it’s ready. If everything is timed right, the syrup will be ready when the baklava comes out of the oven. Both should be ready at the same time (that’s why you start the syrup 20 minutes before). Remove the pan of cut baklava from the oven and immediately pour the hot syrup over it, making sure to cover all pieces before it cools.