Put the hazelnuts on a baking sheet and put into the oven for about 10 minutes to roast them. Put the hazelnuts, 3 cups of the pecans, orange zest and cinnamon in a food processor and pulse until finely chopped—you want to do this until they are chopped up small, not like a powder. Transfer the nut mixture to a bowl. (If you don't have a food processor, you can finely chop them by hand.)
Lightly oil a large baking tray or cookie sheet and cover with parchment paper. Lay 4 sheets of filo dough on the tray, brushing each one with coconut oil. Spread 1/3 of the nut mixture on top of the filo dough and drizzle with 1/3 cup syrup or honey top with another four sheets of dough, oiling each one. Top with 1/3 of the mixture and repeat, ending with dough on top. Brush the top liberally with oil, and slice into 2-inch squares or into triangles.
Bake for about 30 minutes.
Finely chop the 1/2 cup pistachios and whisk together the remaining 1/4 cup syrup and 1/4 cup orange juice. Drizzle the syrup and juice over the top of baklava and sprinkle with the chopped pistachios. Bake for a further 10 minutes.
- You can use other nuts such walnuts in place of the pecans, and in place of the hazelnuts, you could use almonds, pistachios, cashews or pumpkin seeds.
- As an alternative, lay down about 6 sheets of filo dough, oiling each one, mix the nuts with 1 cup agave syrup and spread half the mixture on the dough. Roll up sushi style and cut into 1-inch disks. Repeat, using the remainder of the nut mixture. Spread on a baking sheet and bake for about 20 minutes. Remove from oven and drizzle lightly with orange juice.