Preheat oven to 350 degrees F. Spray twenty-four 1 3/4-inch muffin cups with cooking spray; set aside. In a large bowl, stir together the egg, 2/3 cup sugar, 2 tablespoons honey, 1 tablespoon melted butter, and ground cinnamon until combined. Stir in the chopped walnuts until coated; set aside.

Unfold phyllo. Place one sheet of phyllo on work surface (cover remaining phyllo to prevent if from drying out; see tip); brush phyllo sheet with some of the 1/3 cup melted butter. Top with a second sheet of phyllo. Repeat brushing and layering two more times (four sheets total). Brush top with melted butter. Trim edges to form a 12x8-inch rectangle. Cut phyllo stack into six 4-inch squares. Repeat with the remaining phyllo sheets and butter to make twenty-four 4-inch squares. Press phyllo squares into the prepared muffin cups.

Stir walnut mixture; divide between the phyllo shells. Bake in a preheated oven for 15 to 20 minutes or until phyllo is golden brown and filling is set. Cool tassies in pan on wire rack for 10 minutes.

Meanwhile, for syrup, in a small saucepan, stir together the 3/4 cup sugar, the water, 2 tablespoons honey, lemon peel, lemon juice, and stick cinnamon. Bring to boiling; reduce heat. Simmer, uncovered, for 20 minutes. Remove stick cinnamon. Spoon 1 teaspoon syrup over each tassie. Cool tassies completely in pan on wire rack. Carefully remove from muffin cups. Makes 24 tassies.

Place tassies in a single layer in an airtight container; cover. Store in the refrigerator for up to 3 days or freeze for up to 3 months. If frozen, thaw 2 hours at room temperature before serving.