1- Break up cheese with a fork. Add egg and chopped parsley and mix well.
2- Lay out sheets of pastry on a flat surface. Cover with a moistened tea towel.
3- Cut filo pastry into 3 equal pieces, lengthwise.
4- Take two layers of pastry and place a teaspoon of the cheese mixture at bottom of pastry. Fold sides and roll pastry into a cigar shape. Lightly wet edges with fingertip to seal any open edges.
5- Fry pastries in hot oil until golden brown. This is a very quick process so you must work quickly. Drain on absorbent paper and serve.