Preheat oven to 325F (160C). Line an 8x8 inch baking pan with parchment paper, leaving an overhang on two sides.
In a medium bowl, whisk together the almond flour, powdered erythritol, salt, and xanthan gum (if using). Cut in the chilled butter pieces using a pastry blender or your fingertips until the mixture resembles coarse crumbs. Press half of this mixture evenly into the bottom of the prepared pan.
In another bowl, combine the finely chopped walnuts, brown sugar replacement, cinnamon, and orange zest. Sprinkle this nut mixture evenly over the crust in the pan.
Crumble the remaining half of the almond flour mixture over the nut layer. Gently press down to create a cohesive top layer.
Bake for 25-30 minutes, or until the top is golden brown and the edges are set. While baking, prepare the syrup (recipe not provided in original, but assumed for baklava).
Remove from oven and immediately pour the prepared keto syrup over the hot baklava bars. Let cool completely in the pan before lifting out with the parchment paper overhang. Cut into bars and serve.