8 ounces feta cheese
1 large egg
1/4 cup thinly sliced green onions
2 tablespoons chopped pitted kalamata olives
3 sprigs fresh thyme, leaves only
1/4 teaspoon freshly ground black pepper
12 sheets phyllo dough, thawed according to package instructions
4 tablespoons melted butter
1 large egg, for the egg wash
In a large bowl, combine the feta cheese and egg. Use the back of your fork to mash it into a creamy mixture. Toss in the sliced scallions, chopped kalamata olives, fresh thyme, and ground black pepper. Mix well.
Preheat the oven to 400°F. Arrange your work surface with a clean cutting board, a bowl with the melted butter, a pastry brush, the feta cheese mixture, and a baking sheet.
Roll out the thawed sheets of phyllo. Start by taking out three pieces of the phyllo dough. Cover the rest of the pile of dough with a damp kitchen towel (otherwise they will dry out and be impossible to work with). Lay them out on the cutting board and lightly brush the top layer with the melted butter. Using a sharp knife, cut the phyllo in half lengthwise and then horizontally into fourths, leaving you with eight equal-sized pieces.
Measure out 1/2 tablespoon of the feta cheese mixture and evenly spread onto the bottom half of one of the phyllo pieces. Carefully roll the phyllo into a tight, thin cigar. Place the cigar seam-side-down onto the baking sheet. Repeat with the cut phyllo pieces, and then again with the remaining feta cheese mixture and sheets of phyllo dough.
Brush the tops of the cigars with egg wash and bake for 20 to 25 minutes, or until golden brown and crispy. Serve warm.