Preheat oven to 325° F. Place the pecans, almonds, pistachios, cinnamon, orange zest, and lemon zest in a food processor and pulse until finely chopped but with some coarsely ground nuts as well. Bring the maple syrup, honey, and orange juice to a boil in a small saucepan. Reduce heat and simmer for about 10 minutes.
Line a baking sheet with baking paper. Place 2 to 3 sheets of phyllo dough on the baking paper. Using a pastry brush, brush each sheet with olive oil. Sprinkle a handful or so of the nut mixture over the top sheet. Drizzle 3 or 4 tablespoons of syrup over the nuts. Place another 2 or 3 sheets of phyllo on top of the nuts, oiling the sheets. Repeat layering with nuts and drizzle with syrup ending with an uncovered top sheet of phyllo. Reserve enough syrup and nuts for the last layer and set aside. Brush the top phyllo sheet with oil.
Cut the layered sheets into 2-inch squares or triangles. Hold the sheets gently with one hand while cutting with the other, careful not to disrupt the layers.
Bake for about 30 minutes. Turn the heat up to 350° F. Remove the baklava and sprinkle the remaining nuts on top. Drizzle all of the remaining syrup over the nuts. Place back in the oven and bake another 10 to 15 minutes until slightly browned. Remove and let cool.
Per serving - 251 calories, 16 g fat (62% calories from fat), 4 g protein, 18 g carbohydrate, 2 g fiber, 0 mg cholesterol, 100 mg sodium