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Step 1
To bake: If baking the sigara boregi, heat the oven to 375°F, and position a rack in the middle. (If frying, skip this step)
Step 2
Make the filling: In a medium bowl, combine the cheeses, scallions, parsley, and thyme. Add the pepper flakes and a good drizzle of extra virgin olive oil.
Step 3
Prepare the phyllo dough. Lay the phyllo sheets flat on a cutting board, using a sharp knife, cut the phyllo sheets into 4 equal strips.
Step 4
Prepare the cheese rolls. Now, working with 1 strip of phyllo at a time, spoon about 1 ½ tablespoons of the feta in a straight line along the bottom edge that is closest to you (leave a little room on either side for the filling to expand). Roll tightly about 4 or 5 times away from you, tucking the sides in, so that the filling is now encased into a roll. Repeat until the phyllo strips and filling are all used up. Brush the outside of the phyllo cheese rolls with extra virgin olive oil.
Step 5
Cook the sigara boregi:To fry: Heat 1/4 cup of olive oil in a large pan until shimmering. Add the phyllo cheese rolls (do this in batches, if needed) and cook, turning regularly, until they are crispy and golden brown on all sides. Remove from the heat and put the rolls on a large plate lined with a paper towel to remove some of the oil, then serve. To bake: As I do in the video, assemble the rolls on a large sheet pan in a single layer and bake on the center rack of the heated oven for about 10 minutes or so, watching the rolls and turning them over halfway through cooking, until they are crispy and golden brown on all sides.
Step 6
Arrange the sigara boregi on a plate and serve warm or at room temperature.