Coconut and Walnut Baklava

Name: Coconut and Walnut Baklava
Ingredients: 19-20 sheets of filo pastry; 200 g unsalted butter (this will reduce into ~160g of clarified butter of which we will use 150g. Alternatively use 150g melted ghee); 200 g white granulated sugar; 200 ml water; Pinch of saffron (be generous); 2 tsp dried rose petals (or rose water); 1 tsp vanilla extract; 125 g walnuts; 125 g desiccated coconut; 2 tsp ground cardamom; 1 tsp ground cinnamon; 1/2 tsp ground nutmeg; 1/4 tsp salt; 100 g full fat cream cheese