Preheat your oven to 350°F (175°C). Lay the thawed phyllo dough sheets on a clean surface and brush them lightly with melted butter. Sprinkle a mixture of crushed pistachios, confectioner’s sugar, cinnamon, and nutmeg over the dough. Layer the sheets together, folding them if desired for a thicker texture.
Cut the layered phyllo dough into small squares or rectangles and place them on a baking sheet lined with parchment paper. Bake in the preheated oven for about 10-15 minutes, or until golden brown and crispy. Keep an eye on them to prevent burning!
In a mixing bowl, combine the vanilla yogurt with a few spoonfuls of your chosen jam. You can adjust the sweetness by adding more or less jam to your preference. Mix gently until well combined and creamy.
In your serving glasses or bowls, start layering the parfait. Begin with a layer of the yogurt mixture, followed by a sprinkle of the homemade baklava crumbles, and a spoonful of jam. Repeat the layers until the glasses are filled to your liking.
Finish each parfait with a generous sprinkle of baklava crumbles on top and a dollop of the jam for a fresh burst of flavor. You can also add a few whole pistachios for garnish if you wish.