Pulse the walnuts in a food processor with sugar and cinnamon until nuts are finely ground. Melt the coconut oil and set aside.
Remove phyllo dough from its packaging, and place a clean damp cloth on top to keep them from drying out. Place one sheet horizontally on your work surface, and brush all over with melted oil. Place another sheet on top and brush with oil.
Cut down the middle of the phyllo dough horizontally. Spoon 3 tablespoons of the walnut mixture into a line, 1/2-inch up from the seam. Roll the dough over the walnuts and continue rolling into a long log. Brush the logs again and set aside.
Repeat this process until all of the walnut filling is used up. Using a sharp knife, cut the arranged logs into bite-sized fingers, about 2.5 inches long. Place 3 pieces in a mini muffin tin or a pie dish for a more family style approach. Bake for 40-45 minutes, until crisp and golden brown.
Remove from the oven, and immediately pour the syrup into the cracks between the rows of baklava, and all around the edges. Sprinkle toasted chopped pistachios all over the top. Serve hot from the oven, or at room temperature.
Variation: After rolling the logs, cut them into 1-2 inch mini rolls and bake in a cupcake tin