If the pastry is frozen, defrost it overnight in the fridge, in the original packaging.
First prepare the filling by finely chopping the walnuts and pistachios, then mixing both together with the sugar, cinnamon and cloves. While it takes a bit of time, you are best to chop the nuts by hand as the pistachios in particular don't really cut properly in a food processor. You also don't want them as fine as breadcrumbs, just small pieces. Divide the nut filling into 3 small dishes for ease later.
Have a pastry brush and baking dish ready - I used a 10.5x7in (26x18cm) dish, about 1 ½in/7cm deep in the inside. Cut one piece of filo pastry into quarters (giving you 4 pieces with the long edge the same as the original) and test a piece in the dish. If it is a little short, as mine was, have some foil ready to fill the gap later and build slightly to one side. If the pastry is too big then see if you have another dish that better fits or be ready to trim the pastry as you go (but be aware it takes a little longer).
If you prefer, you can get all the pastry ready by cutting 10 sheets into quarters, but be aware you need to keep them covered until needed or they will become dry and brittle. Alternatively, keep the pastry in the original wrapping and cut a sheet as needed. If you need to trim the pastry, then you can use trimmings to make a layer now and then, just not the first layer after adding nuts nor on the to.
Melt the butter (either in the microwave in 30 second intervals, or on the stove in a small pan). Be aware you may need to melt it again as you go, since it is likely to harden while you are building the baklava.
Lightly brush the baking dish with butter then place one piece of the filo pastry in the bottom in a single layer. Working quickly, and keeping any pastry you are not using either in the original wrapping or under a damp cloth, brush the pastry in the dish lightly with butter then add another layer on top. Repeat until you have 0 layers of pastry in the dish.
Next, add one of the dishes with the nut filling (ie ⅓ of the total) and spread over the pastry.
Add another layer of pastry, brush with butter, then repeat adding additional layers. The first layer after the nut filling is always a little tricky to brush so make sure it is one that is not brittle and hold it slightly on one edge as you brush. Once again, add 10 layers.
Around this point, preheat the oven to 350F/175C.
After the 2nd 10 layers of pastry, add another layer of nuts, then another 10 layers of pastry, layer of nuts, and a final layer of pastry. In total, you will have 4 sets of 10 sheets of pastry, with 3 layers of nut filling in between.
Once you have finished building the baklava, brush the top with butter. If you have a gap at the edge of your dish, fill this with crunched up foil. Score the baklava before cooking, cutting at least the top layer of pastry, but in to lower levels is fine too (and I find it better). Traditionally, this is in diamond shapes, but you can also cut small squares/rectangles.
Bake uncovered for approximately 45 minutes, or up to 60 minutes, until it is golden on top.
While the baklava is baking, prepare the syrup. Place the water, sugar, honey, orange zest and cloves in a small pan and warm gently over a medium-low heat. Stir so that everything dissolves and mixes. Once it comes to a boil, simmer for a couple minutes then set aside. Remove the orange zest and cloves and stir in the lemon juice before using.
Once the baklava is golden on top and the layers of pastry appear cooked, remove from oven and pour over the syrup while it is still hot. Do this carefully as it may sputter, and try to spread the syrup evenly over the baklava. Leave it to cool completely before cutting. Cut on the markings you made previously all the way down and removing stacks of pastry and nuts.