Yes, I agree the tzatziki tastes much better if you can make it the day before. Needs some garlic kick to it.

As for baklava, the key to working with store bought phyllo in the US is to 1. find a store that goes through their supply frequently enough that it's not dried out and 2. work fast. It's easy enough to do. There's variations on nuts/syrup. I prefer the armenian style with walnuts and a citrusy simply syrup kind of syrup rather than the greek style pistachios and honey but that's just me.