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In the bowl of a food processor, combine walnuts, sugar, and cinnamon. Blitz until finely ground. Set aside.
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Cut phyllo dough into 9-inch circles. Cover with a damp paper towel and set aside.
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Use a cutting board as your work surface, and place one phyllo sheet on it. Brush with melted butter, and repeat until you have a stack of 6 sheets. Spread the walnut filling over the stack of phyllo. Top with another phyllo sheet and brush with melted butter. Repeat with remaining sheets.
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Using a sharp knife, gently score the baklava topping (don’t cut through the entire stack; just the top few sheets is necessary). Cut like you would a pizza. Gently transfer the topping to the top and center of the cheesecake.
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Place the springform pan on a baking sheet and bake until center is set, about 55 minutes. Cool in the oven with the door ajar, for 15 minutes. Remove from oven and pour the syrup over the top of the cheesecake. Cool completely, then refrigerate for at least 8 hours before serving.