Preheat oven to 350 degrees Celsius. Brush a big baking pan with butter and set aside. This is where all the baklava rolls will be placed for baking later.
Thaw the phyllo pastry. Make sure the chopped nuts mixture is ready before opening the box of phyllo pastry or lay all the sheets flat and cover with a clean damp cloth as it dries up quickly.
Combine the chopped nuts, nutmeg and cinnamon in a bowl. Mix well and set aside.
Sugar mixture: In a saucepan, dissolve the brown sugar and white sugar in 3 cups of water. Cook over low heat until the mixture thickens like pancake syrup.
Pour about ½ cup of the sugar mixture over the chopped nuts and mix well.
Get two sheets of phyllo pastry and lay on a flat surface. Brush the edges of the lower part of the phyllo sheets with melted butter.
Spoon about 2 to 3 tablespoons of chopped nuts and put on the lower part phyllo sheets forming a line.
Brush with butter while rolling the pastry.
Repeat Steps 6 to 8
Line all the rolled baklava on the baking pan and brush lightly with butter. Cut into diagonal bite sizes about 2 inches in length
Bake in the oven for 10-20 minutes until lightly golden.
Drench the baklava rolls in the syrup then remove and place on a serving dish. Let it cool and serve.