Preheat oven to 350 degrees F.
Arrange the pistachios, walnuts, and almonds on a baking sheet and toast in the oven until golden and fragrant, about 8 minutes. Let nuts cool slightly and add to a food processor along with the lemon zest, 3 tablespoons of sugar, butter, cinnamon, salt, and vanilla and pulse to combine.
Place mini fillo shells in wells of 2 mini cupcake pans. Add 1 teaspoon of the nut mixture into each shell. Bake until filling is hot, about 10 minutes.
Meanwhile, in a small saucepan over medium heat add the water, 1/4 cup sugar and honey and bring to a boil. Reduce heat to a simmer and cook until reduced and slightly thickened, 8 to 10 minutes. Pour 1 teaspoon syrup into each cup and allow it to soak in, then repeat with another teaspoon. Refrigerate at least 5 hours, or overnight.