Apply a little bit of ghee on the baking tray.
Grind the walnuts leaving it a bit coarse.
Mix the walnuts with cinnamon and the orange zest.
Cut the phyllo pastry to the same size as the tray.
Place 10 sheets of phyllo on the tray, 2 at a time. Sprinkle a large spoon of icing sugar after every 2 layers.
Add the nuts mixture equally around.
Sprinkle the mixture with the remaining icing sugar leaving 4 tablespoons to be used on the upper sheets of the Baklava.
Repeat and place the other 10 sheets on top, sprinkling icing sugar between every 2 layers.
With a very sharp knife cut the dough all the way through into small diamond shape.
Pour the melted ghee on top and bake for 1 hour at 150 °C.
Once the baklava is golden in color, remove and pour the hot syrup on top.
Cool it overnight and serve.