Prepare one 9-inch springform pan with 3-inch sides; use a pastry brush to lightly butter the pan with some of the melted butter.
Filling
In a large bowl, beat the cream cheese on medium-low speed with an electric mixer until smooth and creamy, 1 to 2 minutes.
Add the honey, lemon juice, and vanilla extract; continue beating on medium-low speed until thoroughly combined, about 1 minute.
Add eggs, two at a time, beating after each addition. Note: crack the eggs into a small bowl and whisk with a fork to thoroughly break up the egg before adding to the cheese mixture.
Do not overbeat the cheesecake batter. Blend the ingredients quickly to add as few air bubbles as possible. The ingredients must be well blended, but excessive beating creates too many air pockets which can cause the cheesecake to puff up too much during baking, and then crack during the cooling process.
Let the filling rest while preparing the pastry to allow air bubbles to rise to the surface.
Fillo Pastry Crust
Note: Use the leftover fillo sheets to make this super easy savory egg pie recipe.
Place a large piece of waxed paper on your countertop to catch butter drips and make cleanup easier. Lay one pastry sheet on the waxed paper with the long edge parallel to the edge of the work surface, and cover the remaining unused fillo sheets with clear wrap and a damp kitchen towel to prevent them from drying out. Note: It is best to work fast with fillo sheets.
With a pastry brush, lightly brush melted butter on one half of the pastry sheet along the long edge. Fold the top unbuttered half over onto the buttered half. Brush the top of the pastry with butter.
Gently place the pastry sheet in the prepared springform pan buttered side up with a 5-inch overhang. (The pastry should lay across the bottom of the pan, up the side, and have about a 5-inch overhang.) Cover pan and pastry with another damp towel to keep from drying out.
Butter and fold another pastry sheet in the same way and place in pan, overlapping the first sheet by about 3 inches.
Repeat with 6 more pastry sheets. Remember to keep unused pastry sheets covered with clear wrap and a damp towel, as well as the pastry-lined pan.
Wrap the remaining fillo sheets airtight in their original wrapping or plastic wrap and store in the refrigerator until ready to use for topping.
Place the fillo lined pan on a baking sheet with ½ inch sides to catch any leakage (trust me on this one).
Briefly stir filling to reblend. Pour the filling into the crust. Gently fold the pastry overhang over the filling and gently press down to make a flat surface.
Bake 50 to 60 minutes. Note: the cheesecake is done when the pastry has puffed a little and is a light golden brown. The edges of the filling underneath should be set but the center 2 to 3 inches are still a pool of liquid batter. The filling will still be soft and will jiggle when the pan is lightly jarred or tapped with a spoon.
Remove from the oven and place on a wire cooling rack to cool. Immediately run a thin knife around the edge of the pan, gently pressing into the side of the pan to avoid gouging the cake. This allows the cake to contract away from the sides of the pan as it cools, helping to prevent cracks.
Poke several holes with a toothpick in the top of the fillo pastry to allow steam to escape.
When cheesecake is completely cooled, cover the pan and refrigerate for 12 to 24 hours before adding the fillo and nut topping.
Fillo and Walnut Topping
Preheat oven to 350 degrees Fahrenheit. Prepare 1 large rimmed baking sheet; line with 2 sheets of parchment paper.
In a medium mixing bowl, combine chopped walnuts, sugar, and cinnamon; stir together to mix. Set aside.
Carefully loosen and remove the sides of the springform pan from the chilled cheesecake, cover and return cheesecake to the refrigerator. Wash and dry the side of the springform pan. Use a permanent marker and draw around the inside of the rim, then turn the paper over so you can see the marking thru the paper.
Remove reserved fillo pastry sheets from the refrigerator. Stack 10 pastry sheets on a large cutting board. Place the rim of the springform pan on top of the pastry stack and using a sharp kitchen knife cut around the outside rim of the pan and through the entire pastry stack, making 10 pastry rounds. Note: the pastry will somewhat shrink while baking that's why we're cutting them outside the rim. Press firmly down on springform pan while cutting so it doesn’t slip. Discard pastry scraps or wrap tightly and refrigerate to use for another project.
Cover the pastry rounds with plastic wrap and a damp kitchen towel.
Place pan rim on the baking sheet lined with parchment paper. Lightly brush the parchment paper inside the rim with melted butter.
Place one pastry round on the buttered parchment. Place another pastry round on top of the first one, carefully lining up the edges, and brush the top with butter. Repeat with three more pastry rounds.
Spread the nut mixture evenly over the top of the pastry stack. Top with remaining 5 pastry rounds, brushing the top of each with butter. Remove the rim. Using a sharp kitchen knife cut the pastry into 8 or 16 wedges. Use a ruler as a guide, if necessary.
Butter the inside of the springform pan with remaining butter, and place over the pastry stack. The stack should fit neatly inside the rim of the springform pan.
Bake until the pastry is crisp and golden, about 30 minutes. While topping is baking make syrup and prepare cheesecake for assembly.
Syrup
Meanwhile, during the last 10 minutes of the fillo and walnut topping baking time, prepare the syrup.
In a small heavy saucepan, add the sugar, water, and lemon juice. Stir over low heat until the sugar is dissolved.
Add the cinnamon stick, increase the heat to medium and boil and stir about 4 minutes. Remove from heat.
When bubbling subsides, stir in cognac. Return pan to low heat to keep hot until ready to use. Let cinnamon stick remain in syrup until ready to pour over cake.
Assembly
Just before the fillo and walnut topping is finished baking, remove chilled cheesecake from the refrigerator.
Flatten the pastry crust that is atop the cheesecake. Remove baked topping from the oven, and remove the springform rim.
Use a large spatula or cake lifter and gently place the fillo topping on top of the cheesecake. Gently run the knife through the precut wedges.
Replace the pan rim on the assembled cake, and immediately pour the hot syrup evenly over the topping. Cool for about 1 hour.
Cover and refrigerate 1 to 6 hours before serving. Use the cut topping wedges as a guide to cut through the cheesecake.
Sprinkle with chopped pistachios if desired.
Notes
The best of two worlds are combined in this luscious baklava cheesecake. East meets West in the most delicious way possible.