Preheat oven to 350°F. Brush a 9x13 inch baking pan well with butter.
Combine nuts, icing sugar, cinnamon and nutmeg in a small bowl and set aside.
Separate phyllo sheets from package, place under a clean, damp towel to prevent drying.
Place one sheet of phyllo in the prepared pan, lining it up the sides of the pan. Brush the whole sheet with melted butter. Repeat process until there are 5 sheets in the pan. Sprinkle with 1/3 of the nut mixture. Repeat this procedure two more times, ending with phyllo. Drizzle any remaining butter over top.
Trim phyllo sheets, allowing about an inch overlap around the sides. Fold sides down into the pan.
Bake in preheated oven for 40-45 mins, or until golden brown.
Meanwhile, make syrup. In a medium saucepan, combine sugar, water, citrus rinds, cloves, and cinnamon stick. Bring to a boil. Lower heat to a simmer and cook uncovered for 5 minutes. Remove from heat, discard cinnamon and cloves. Stir in honey. Strain out about 2/3 of citrus rinds. Allow to cool.
When baklava is done baking, remove from oven and using a sharp knife, immediately cut long, diagonal lines from corner to corner, forming an "X". Follow these guidelines to cut baklava into serving-size triangles.
While baklava is still hot, pour cooled syrup over top. Allow to stand overnight before serving. Store at room temperature.