Make the syrup first.  I usually make it a day ahead. It has to be cold when you pour over hot baklava.

• In a medium saucepan bring to boil water and sugar.
• Add vanilla and lemon cut in thin circles.
• Lower the heat and let it cook for about 10 minutes.  Cool completely.
• Peel and grate apples.  Add sugar, cinnamon, and bread crumbs and walnuts. Mix well.
• Divide fillo dough in 5 equal parts. My pack had 20 sheets so I had 5×4 sheets.
• Start working with the first group of fillo sheets and keep the rest covered.
• On a baking pan lined with parchment paper lay down first sheet, brush with melted butter.  Lay the second sheet over, brush with melted butter. Repeat with 3rd and 4th phillo sheets.
• Spread over 1/5 of the apple filling along the longer side and roll it up. Transfer to a baking pan greased with melted butter.
• Repeat with remaining 4 groups of fillo dough sheets.
• Cut up apple baklava into equal pieces.
• Brush with remaining melted butter.
• Bake 35 – 40 minutes on 380F or until golden brown.
• Pour cold syrup over baklava. Let it soak overnight.