Step 1
Preheat the oven to 350 degrees F (175 degrees C). Butter the bottom and sides of a 9x13-inch pan.
Step 2
Toss walnuts and cinnamon together in a bowl and set aside.
Step 3
Unroll phyllo dough and trim to just slightly larger than the pan so dough will run up the sides. Place 2 sheets of dough in the prepared pan and butter thoroughly. Repeat for a total of 8 sheets layered. Sprinkle about 2 tablespoons of cinnamon-walnut mixture on top. Top with 2 more sheets of dough butter cinnamon-walnut mixture; repeat and end with 3 sheets of dough. Butter the top of the baklava.
Step 4
Bake in the preheated oven for 20 minutes. Leave oven on.
Step 5
Meanwhile combine cream cheese sugar and flour in the bowl of an electric mixer. Beat on high power until smooth about 1 minute. Scrape the bowl. Beat on low speed and add eggs 1 at a time beating about 15 seconds after each. Scrape bowl. Add lemon juice and beat on high speed until well blended about 1 minute. Pour mixture over baked baklava crust in the pan while crust is still hot.
Step 6
Bake in the hot oven until set 20 to 25 minutes. Cool to room temperature about 1 hour.
Step 7
Cut cooled cheesecake into 12 servings.
Step 8
Combine water and sugar in a saucepan and bring to a boil until melted about 5 minutes. Add honey and vanilla extract and simmer for 20 minutes. Drizzle hot sauce over the cooled cake making sure to get in between the slices.
Step 9
Refrigerate uncovered or only lightly covered with aluminum foil; a tight seal will make it soggy.