Preheat the oven to 200°C/400°F, and lightly grease a shallow baking tray.
Place the sesame seeds in a small, non-stick pan over a medium heat, and cook, while shaking the pan gently, for 3-5 minutes or until golden and toasted.
Transfer to a bowl, add the walnuts and cinnamon and mix well.
Brush 1 pastry sheet with the melted butter and fold in half crossways to form a rectangle.
Sprinkle 1/4 cup of the walnut mixture evenly over the pastry; and starting from one of the long ends, roll it up into a log. Brush with butter. Place on a baking tray; and repeat with the remaining pastry, butter and walnut mixture.
Bake the baklava for 10-12 minutes or until golden; and then allow them to cool on the baking tray.
The Honey Syrup: Peel 1 large strip of rind from the lemon, remove the pith, juice half the lemon; then place the lemon rind, lemon juice, sugar, honey, cinnamon stick, cloves and 2 cups of water in a saucepan over a medium heat.
Cook, stirring often, for 5 minutes or until the sugar has dissolved; increase the heat to high and bring to the boil; reduce the heat to medium-low and simmer gently for 10 minutes or until the honey syrup thickens slightly.
Pour the hot honey syrup over the cold baklava, and stand for 30 minutes or until the baklava has absorbed the syrup. Cut each baklava diagonally into 3 pieces and serve.
Tip: Purchase phyllo pastry from the fridge not the freezer, as the layers will separate much more easily.