You sure can. Line your baking tray with foil (with an overhang) before you assemble the baklava and then transfer the assembled (uncut) baklava to the freezer. Once frozen, use the foil overhang to help remove the pastry from the pan and wrap it in 3-4 layers of plastic wrap (important to stop it getting freezer burn!) and then within a bag (if you have one large enough) and freeze for 3 months. When you're ready to bake it, remove the plastic wrap, place it back in the pan, and allow it to thaw in the refrigerator overnight covered in foil. Before baking, let it come to room temperature for 1-2 hours, then cut the baklava and bake it as usual.