How to Make It
Preheat oven to 350°F. Pulse 1 1/2 cups walnuts and 1/4 cup sugar in a food processor 4 or 5 times or until walnuts are finely ground. Add butter; pulse until mixture resembles coarse sand. Press mixture firmly on bottom of a lightly greased (with shortening) 9-inch springform pan. Bake 12 to 14 minutes or until lightly browned. Cool on a wire rack.
Reduce oven temperature to 300°F. Beat cream cheese, mascarpone, and remaining 3/4 cup sugar at medium speed with an electric mixer until blended. Add eggs, 1 at a time, beating just until blended after each addition. Add almond extract and salt, beating at low speed just until blended.
Cut each baklava piece into 2 small triangles, about 2 x 3 inches. Arrange baklava pieces in a ring over baked crust, with pointed end of each piece pointing toward center and wide ends around outside edge of pan. Pour batter over baklava into baked crust.
Bake at 300°F for 1 hour and 20 minutes or until center is almost set. Remove from oven; gently run a knife around edge of cheesecake to loosen. Cool completely on a wire rack (about 2 hours). Cover and chill 8 hours. Remove sides of pan. Top with walnut halves. Drizzle with Honey Syrup.
Make Honey Syrup: Combine 1/2 cup honey, 2 tsp. orange blossom water, and 1/2 tsp. orange zest in a small saucepan. Bring to a boil over medium-high heat. Remove from heat; cool completely.
Find orange blossom water at upscale food markets or cook stores.