Preheat your oven to 350°F.

In a medium bowl, combine the chopped walnuts, almonds, ground cinnamon, and granulated sugar. Set aside.

Lay one sheet of phyllo dough on a clean surface and brush it lightly with melted butter. Repeat this process with 4 more sheets, layering them on top of each other.

Cut the layered phyllo into squares, about 3 inches by 3 inches. Place a teaspoon of the nut mixture in the center of each square. Fold the corners over the filling to create a pocket and brush the top with more melted butter.

Place the filled phyllo pockets on a baking sheet lined with parchment paper. Bake for 15-20 minutes or until golden brown and crispy.

While the cookies are baking, prepare the cheesecake filling. In a mixing bowl, beat the softened cream cheese, powdered sugar, and vanilla extract until smooth. Stir in the Greek yogurt until well combined.

In a small saucepan, combine honey, water, and lemon juice. Bring to a simmer over medium heat and cook for about 5 minutes until slightly thickened.

Once the phyllo cookies are done baking, let them cool slightly. Serve them warm or at room temperature with a dollop of the cheesecake filling and a drizzle of the honey syrup.