Spread out one sheet of filo dough. Dab or lightly brush with oil. Over this, place another sheet of filo dough. Brush 2nd sheet with oil and sprinkle lightly over whole sheet with dry filling (nuts, sugar and cinnamon). Place a third sheet of filo dough over first two, sprinkle with oil and lightly sprinkle dry filling. Roll the 3 sheets up tightly as you would a jelly roll. Slice diagonally into 1 inch pieces and place on a lightly greased cookie sheet. Repeat until all the filo dough and filling have been used, using three sheets for each roll. Brush tops of baklava pieces with melted margarine and sprinkle with sesame seeds. Bake at 350 degrees for 20 minutes. While baking, prepare syrup in a saucepan. Heat honey, sugar, and water together and bring to a boil. Don't overcook. Let cool a bit and then pour over baklava pieces (which you have placed on their sides in a jelly roll pan so the syrup seeps into the pastry. You can turn them once to make sure they are completely saturated. When ready to serve, place in little paper cups. Look very elegant on a sweet table.