Make the syrup: Place the sugar and water in a saucepan over medium-high heat. Once it simmers, lower the heat to medium and simmer for 15 minutes until slightly thickened. Turn off the heat, stir in the lemon juice and set aside to cool completely.
Make the filling: Pulse the walnuts, sugar and cinnamon in a food processor until finely chopped. Set aside.
Preheat the oven to 350°F. Unroll the phyllo on a clean surface and cover it with a kitchen towel. Brush the bottom of a 9x13 inch baking pan with melted butter.
Fold a large phyllo sheet in half, place it in the pan and brush with butter. Repeat with 4 more sheets for 10 layers. (If your sheets are already about 9x13, use 10 unfolded sheets.) Spread half the walnut mixture evenly on top.
Add 10 more layers the same way, brushing each with butter. Spread the remaining walnut mixture evenly on top.
Layer the remaining phyllo, brushing every sheet with butter, including the top one.
Cut the baklava into diamonds: cut strips 1 to 1 1/2 inches wide, then cut diagonally across them. You can also cut squares. Pour the remaining butter over the top.
Bake for 50 to 60 minutes, until golden brown.
Immediately pour the completely cooled syrup evenly over the hot baklava.
Let it sit at room temperature for at least 1 hour before serving so the syrup soaks into every layer.