This baklava is rolled jelly-roll fashion instead of assembling it in flat layers and cutting it into triangles. The traditional butter is replaced with olive and vegetable oils along with the almonds, which make this dessert very high in heart-healthy monounsaturated fats.
We first tasted the rolls just two hours after we made them, and they were delicious. Letting them stand for the full 11 hours, however, allows them to soak up more flavor, making them even better. Find the shredded phyllo called kataifi (ka-ta-EE-fee) in Middle Eastern markets.