Combine 1 1/2 tablespoons honey, margarine, allspice, and cloves in a small saucepan. Cook over low heat until margarine melts. Remove from heat; stir in vanilla.
Cut each phyllo sheet in half crosswise. Place 1 half-sheet of phyllo on wax paper (keeping remaining phyllo covered). Lightly coat phyllo with cooking spray. Place another half-sheet of phyllo over first sheet; coat with cooking spray. Brush about 2 teaspoons honey mixture over phyllo. Repeat layers twice. Sprinkle top layer with walnuts, leaving a 1-inch margin on long sides.
Roll up phyllo, jellyroll fashion, starting with long side. Place, seam side down, on a baking sheet coated with cooking spray. Brush remaining honey mixture over phyllo. Cut diagonally into 4 slices. Bake at 300° for 30 minutes.
Drizzle remaining 1/2 tablespoon honey evenly over warm phyllo slices. Let cool.