Divide the dough into 36 small balls (approximately 1 oz/30 grams each) and group them into 3 sets of 12 balls.
Cover the balls with a clean cloth and let them rest for another 10 minutes before rolling them out.
Melt the butter in a saucepan, get rid of the milky bit on the bottom to clarify it, and add the vegetable oil.
Take two of the balls and dip them into the corn starch. Roll them to a size of a small plate, sprinkle generously with corn starch over them, and put them on one another.
Roll them out together as thinly as possible to a size of 33 cm (13") Ø. Use more starch as needed to avoid them sticking.
Place them on a baking tray size of 33 cm (13 ") Ø. Trim the sides if needed and place the trimmings on top of the filo pastry.
Drizzle a spoonful of the melted butter mixture over the pastry.
Repeat the same until you finish the first group of the dough balls (12 balls will make 6 filo sheets in total).
Sprinkle half of the crushed walnuts over the built-up layers of filo sheets, and spread them evenly.
Start rolling the second group of dough balls and place them on top of the walnuts. You should have 6 more filo sheets made from 12 balls.
Sprinkle the other half of the crushed walnuts over the built-up layers of filo sheets, and spread them evenly.
To complete the assembly of the baklava, roll your final batch of 12 dough balls into 6 filo sheets, and then layer them on top of the crushed walnuts.