It should be hot when poured over the baklava so it soaks into the dessert. So, make the syrup in a pan on the stove and then you can pour it over the Greek baklava as soon as it's done. Another note about the syrup: it needs to be nice and thick or else it will just soak all the way through the baklava and pool underneath it. Don't skimp on the 20-minute simmering time.