How to make
First we'll be making the stuffing. Mash the walnuts coarsely with a chopper. Mix them with the breadcrumbs, cinnamon and finely grated lemon and orange rinds.
Melt the butter on low heat.
Take 1 phyllo pastry sheet, smear it well with melted butter and sprinkle walnut stuffing. Place another sheet on top. Using a long knitting needle, start to roll it up into a roll. Next, grab both ends of the roll and fold them in toward the middle. What you end up with a roll-harmonica. Carefully take out the knitting needle. Repeat this process with the rest of the sheets and stuffing.
In a medium-sized tray, place the first roll, then subsequently arrange the rest of the rolls.
Pour on butter and bake the baklava on moderate heat until reddened.
While it's in the oven, you can prepare the sugar syrup. Put the sugar and water in a pot. Once boiling, add the citric acid and vanilla. Leave it to cool slightly.
Take the baklava out of the oven and once cooled, pour the syrup over it. 2 hours later, when the baklava is completely cold, wrap it with aluminum or plastic foil and leave it sit for 15 days before Christmas.
Notes: My son learned to make this recipe when he started working in a confectionery shop when he was 15 years old. His boss taught him how to prepare this fantastic baklava and for years he's been traditionally making it for Christmas and New Year's. It has to sit at least 15 days before Christmas - the longer it sits the better it becomes!