Prepare the Phyllo Cups:
Preheat your oven to 350°F (175°C). Grease a muffin tin.
Layer 3 sheets of phyllo dough, brushing each sheet with melted butter. Repeat with the remaining sheets to create 4 stacks of 3 sheets each.
Cut each stack into 6 equal squares, creating 24 squares total. Press each square into the muffin tin, folding the edges slightly to form cups.
Make the Filling:
In a mixing bowl, combine chopped pecans, brown sugar, and cinnamon. Spoon about 1 tablespoon of the mixture into each phyllo cup.
Bake:
Bake the cups in the preheated oven for 12-15 minutes, or until golden and crisp.
Prepare the Syrup:
In a small saucepan, combine honey, water, sugar, and vanilla extract. Bring to a boil, then reduce heat and simmer for 5 minutes. Remove from heat and let cool slightly.
Assemble the Cups:
Once the cups are out of the oven, immediately drizzle the warm syrup over each one, ensuring it seeps into the filling. Allow them to cool completely.
Add the Topping:
Drizzle caramel sauce over each baklava cup and sprinkle with additional chopped pecans.