1. Luckily for us, Fillo dough is vegan, which makes this recipe very easy to make. You can usually find Fillo dough in a rectangular box with the frozen desserts (near frozen pie crusts). The fillo dough must be completely thawed when you're ready to use it or it'll break all apart. Either leave in the fridge over night, or out on the counter for two hours.
Preheat the oven to 350 Fahrenheit.
2. Begin by grinding the nuts into small pieces, using either the walnuts or pecans and almonds if you're making the variation. Transfer to a bowl and mix in a half cup of vegan sugar and 1 teaspoon of cinnamon, put aside.
3. Melt the vegan margarine in the microwave. Although you'll end up using about 2 cups, I usually only microwave one cup at a time so that I don’t waste anything.
4. Slowly unroll a sleeve of Fillo Dough. I it doesn't unroll easily, allow to thaw for another hour. Using a pastry brush, butter up a 13"x9" baking dish. Lay your first sheet of Fillo dough inside the bottom, butter that sheet with the pastry brush. Repeat until you have 6 sheets, then spread a thin layer of the nut mixture.
5. You will be following that pattern, buttering and layering 6 sheets of phillo dough, then adding a layer of nuts until you have used up all of the phillo dough and nuts, or until you run out of room in the baking dish.
6. The final layer of the baklava should be the 6 sheets of Fillo dough, and the last sheet should be buttered well.
7. CUT THE BAKLAVA BEFORE BAKING IT! I cannot stress this enough. If you wait until it has already been baked, it will break apart everywhere. I know because one time I forgot to cut it first and I had a big problem on my hands. Using a very sharp knife, cut the baklava into either the traditional diamond pattern or whichever way you want. I always cut mine into squares because I'm lazy. It helps to hold down the top layer as you cut.
8. Put the baklava into the 350 degree oven for 40 minutes, the top of the baklava will be nice and golden brown.
9. Meanwhile, prepare the syrup. Traditionally you would use honey, but agave nectar works just as well. Combine the 1 cup of vegan sugar, 1 cup agave nectar, 1 teaspoon cinnamon, 3/4 cup water and heat on medium heat until all the sugar has dissolved. Be careful as if it's too hot, it will bubble over very quickly and you'll have one sticky stove. -VARIATION-My husband is a baklava snob and happens to like this variation better, I prefer it as well. Mix 1 cup sugar, 1 cup brown sugar, 1 teaspoon cinnamon, 3/4 water and follow the directions given for above.
10. When the baklava is done, slowly poor the mixture over the baklava, trying to distribute it evenly. I don't like it too sweet, so I usually only use about half of the syrup mixture, but if you like things to be REALLY sweet, use the whole mixture. It's usually a good idea to let the baklava sit, covered, over night. The baklava will last weeks if kept refrigerated and covered.