Preheat oven to 200°C. Lightly grease a shallow baking tray.
Place sesame seeds in a small, non-stick frying pan over medium heat. Cook, shaking pan gently, for 3 to 5 minutes or until golden and toasted. Transfer to a bowl. Add walnuts and cinnamon. Mix well.
Brush 1 pastry sheet with butter. Fold in half crossways to form a rectangle.
Sprinkle 1/4 cup walnut mixture evenly over pastry. Starting from one long end, roll up into a log. Brush with butter. Place on baking tray. Repeat with remaining pastry, butter and walnut mixture. Bake baklava for 10 to 12 minutes or until golden. Allow to cool on baking tray.
Make honey syrup: Peel 1 large strip rind from lemon. Remove the pith. Juice half the lemon. Place lemon rind, lemon juice, sugar, honey, cinnamon stick, cloves and 2 cups water in a small saucepan over medium heat. Cook, stirring often, for 5 minutes or until sugar has dissolved. Increase heat to high and bring to the boil. Reduce heat to medium-low and simmer gently for 10 minutes or until honey syrup thickens slightly.
Pour hot honey syrup over cold baklava. Stand for 30 minutes or until baklava has absorbed syrup. Cut each baklava diagonally into 3 pieces. Serve.