In a saucepan, mix heavy cream, milk, cornstarch, vanilla extract and sugar together, cook over medium heat (stirring constantly) for 3-4 minutes or until thickened (make sure its lumps free). Let it cool.
Make the sugar syrup
In a saucepan, mix sugar, water, lemon juice and butter, cook over medium heat for 1-2 minutes. Bring to a boil, then reduce the heat and cook for another minute, turn off the heat and let it cool completely.
Make the pie
Preheat the oven to 180C/350F and grease a 20x30cm baking sheet with butter.
Place a sheet of phyllo on the baking sheet, brush it with melted butter, and repeat to stack half of the phyllo sheets on top of each other.
Now, spread the cream filling equally on the top, then repeat stacking the remaining phyllo sheets on top of each other, brushing butter between the sheets.
Carefully cut the baklava tray into small rectangles using a sharp knife. Bake for 30 minutes or until golden brown.
Take it out of the oven and pour the sugar syrup over it. Let it sit for 10-15 minutes to absorb the syrup.
Garnish with ground pistachio and serve.
Notes
When working with phyllo pastry, either work fast or cover it with a kitchen towel, as it dries quickly.