Add the sugar, water, lemon and orange juice to a small pot over medium to low heat. Bring the mixture to a simmer (about 5 minutes) to let the sugar completely dissolve. Set aside for later.
Heat oven to 350 degrees F.
In the bowl of a food processor, add the walnuts and sugar. Pulse until the walnuts are broken down into little pieces.
Cut the phyllo sheets to fit your pan. You'll need to cut a few inches off the bottom as well as the side.
Lay 25 sheets on the bottom of the baking dish. Then spread the nuts and sugar in a single layer over that. Lay the rest of the sheets on top (there should be about 15).
Using a sharp knife, cut the baklava into diamonds. Diamond shapes are traditional but squares work just fine as well. I like good sized pieces so I stick to 4 cuts lengthwise and 6-7 crosswise.
Pour the melted gee evenly over top of the whole thing.
Bake for 50-60 minutes or until golden and crispy.
Remove the pan from the oven and immediately pour the cooled syrup over the hot baklava. Let the baklava cool to room temperature (this takes about 2 hours) so that the syrup can full soak into the nuts and phyllo.