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1
In a medium saucepan, combine the milk, sugar and Cream of Wheat and cook over moderate heat, stirring, until the mixture begins to thicken, about 10 minutes.
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2
Stir in the 2 teaspoons of butter and let cool slightly.
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3
Beat in the egg yolks and vanilla until smooth.
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4
Cover and refrigerate until chilled, at least 1 hour and up to 1 day.
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5
Preheat the oven to 350.
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6
In a small saucepan, melt the remaining 2 sticks of butter.
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7
Spread 1 sheet of phyllo on a work surface and brush with the melted butter.
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8
Cover with a second sheet, brush with more butter and continue until you have a stack of 6 buttered sheets.
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9
Repeat with the remaining phyllo and as much of the butter as necessary, to make 2 stacks.
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10
For each phyllo stack, spoon half of the vanilla cream filling evenly across a long side, leaving a 1/2-inch border at the ends.
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11
Roll up the phyllo stacks around the filling to form 2 rolls, brushing the dough with butter as you roll.
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12
Pinch the ends and transfer the rolls, seam side down, to a large baking sheet.
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13
Bake for about 30 minutes, or until the phyllo is lightly browned.
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14
Let cool completely on the baking sheet, then sift the confectioners' sugar over the tops.
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15
Trim off the ends.
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16
Slice each roll into 8 pieces and serve.
