Take 2 sheets of the phyllo pastry and along the middle, allocate enough pumpkin. Sprinkle with chopped walnuts, grate a little lemon zest and roll. Repeat with the remaining pastry and filling, while arranging the finished sections into an oiled baking dish.
Top the arranged pieces with mixed eggs, milk, baking soda, vanilla and grated lemon rind. Optionally, cut the pumpkin with a knife into squares. Top with small pieces of butter and set to bake at 374°F (190 °C) until ready.
Pour the hot sugar syrup over the pumpkin pie.