PRO TIP: No one can ask for a piece if you eat the whole thing in one bite.
For the syrup:
1 1/2 cups caster sugar
2/3 cup water
1 tablespoon orange juice
1 tablespoon lemon juice
For the filling:
3/4 cup walnuts
1/2 cup ground almonds
3/4 cup pistachios
1 teaspoon ground cardamom seeds
6 sheets filo pastry
2/3 cup butter, melted
Shape aluminum foil into 12 long, thin tubes, like cannoli molds.
Make the syrup: In a saucepan, add the sugar, water, orange and lemon juice and bring to a boil. Simmer gently for about 5 minutes until it starts to thicken, then remove from heat and set aside.
Make the nut filling: In a food processor, add the walnuts, almonds and pistachios and pulse until they’re finely ground. Add the cardamon seeds and pulse again a few times to mix through.
Lay out one sheet of filo dough and brush it generously with melted butter. Repeat until there are three layers of filo, making sure each sheet is evenly layered and smoothed out to get rid of air bubbles. Spoon half of the nut mixture onto the pasty and spread it around evenly. Add a final layer of filo, finished with a layer of butter.
Cut the pastry stack into half, across the short edge, then cut each half into three strips. Roll each one tightly around the foil cannoli mold. Put onto a baking tray, seal side down, and repeat to make a total of 12 baklava rolls. Chill for 30 minutes.
Preheat oven to 320 degrees. Bake rolls for 15 minutes, then gently remove the foil tubes. Put the rolls back on the tray and bake for another 30 minutes, until golden brown. Drench the baklava with syrup. Increase oven temperature to 350 degrees and bake for another 5 minutes. Cool baklava completely on a tray.
Remove gelato from freezer and let it thaw for 15 minutes. Scoop it into a piping bag fitted with a star nozzle and pipe gelato into the baklava cannoli. Serve immediately with a dusting of powdered sugar and pistachio slivers.