Last time I was in Istanbul, we bought a box of Bakalva from a shop at Istikal Cad. and brought it back to our hotel to eat at night. It was a big shop on the right if you went from Taksim to Tunel and closer to the Tunel part. I guess it was rather touristy - big, lots of marble, lights but for me it was pure heaven.
I will now be staying in Pera and travelling all around for food. However, I would still like to repeat this "tradition". Could you recommend a shop with good Baklava somewhere close to the Pera Palace hotel?