Should I stick my pinky out?

Baklava is the only pastry I know that has its own formalized etiquette, which turkishculture.org describes in this way:

For the initiated, eating baklava has its own rules. Separating the top and lower layers, or cutting through the lozenge shaped pieces with a knife or fork is frowned upon. Instead you should first leisurely survey the glorious sight of the baklava on your plate, then spear a lozenge with your fork in such a way that one third of the piece is behind the fork and the other two thirds are facing you. This is so that the lozenge does not break in two. The crunch made by the fork as it penetrates the crisp layers is another pleasure which should not be allowed to pass unnoticed. As you lift the piece to your mouth you should halt to savour the fragrance – which should be dominated by the wonderful aroma of cooked butter. Finally you pop it into your mouth and the baklava experience is complete as the flavor pervades your palate.If there is no crunch when your fork and teeth penetrate the baklava, then it is stale. Well made baklava should melt in the mouth, and should not be excessively sweet or syrupy. And if you get heartburn afterwards, then change your supplier, because that means they are not using the finest quality ingredients.