Make syrup by dissolving sugar in water and simmer till thick enough to coat a spoon, then add lemon and orange blossom water and simmer for 2 more minutes. Cool to room temperature in the refrigerator.
Brush a 9 x 13 pan with butter. Place half of the filo in the pan, one sheet at a time, brushing each layer with butter.
Keep the filo covered with a damp towel while brushing the layers to prevent it from drying out. Don't worry if it tears, though, it will still look and taste fine.
Mix nuts and sugar and spread over the filo layers. Cover with remaining filo, brushing each layer with butter as before.
Cut diagonally into lozenge shapes. Bake at 350º for 30 minutes, then increase the temperature to 450º for 15 minutes or less till puffed and golden.
Remove from oven and quickly pour cold syrup over baklava.
Cool to room temperature to serve.
