I watched Sunny Anderson make these little baklava cups on her cooking show a long time ago, and have wanted to try them ever since. What an inspired concept to get all of the great flavor of baklava without all of the work. When I was deciding on what to make for our little cocktail party this weekend I revisited this idea, and thought that the time had finally come to give it a test, since it is always nice to have a little sweet nibble to offer as well. I used her recipe with a few modifications. Since I am allergic to walnuts, I replaced the walnuts in her recipe with cashews. I also added the zest of one orange to the nut mixture, along with a generous grating of fresh nutmeg, and an additional half a lemon’s worth of zest. I found that I needed more syrup than her recipe called for, so I made an additional batch, but next time I would just double the syrup recipe. I flavored the syrup (each batch I made) with a dash of cinnamon and about two and a half teaspoons of rose water, as I feel like that is an important flavor for baklava. Since this recipe uses pre-baked phyllo shells, it takes no time to put together, and they can be made a day in advance, making them great for entertaining. They really do have that great baklava flavor with the crisp, flaky phyllo shell, and deliciously sticky, nutty filling. The orange and lemon zest give it that floral background flavor, which is echoed beautifully by the rose water. Enjoy!