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1
For the filling, broil or roast the eggplants, peel them, and chop and mash the flesh (see page 63).
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2
Mix with the eggs, cheese, nutmeg, pepper, and salt (for salt, take into account the saltiness of the cheese).
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3
Open out the sheets of fillo when you are ready to make the pies and be ready to work fast.
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4
Leave the sheets in a pile and brush the top one with melted butter or oil.
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5
Put a sixth of the filling (about 4 tablespoons) in a mound on one side of the sheet, about 3 inches from the edge, in the center (1).
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6
Let it spread over a surface of about 3 inches.
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7
Wrap the filling up into a flat, square parcel: Fold the edge of the sheet over the filling, then very carefully lift the part of the sheet with the filling and turn over (2).
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8
Continue to turn the parcel over, folding the 2 side ends up at different turns so that the filling ends up covered with several layers of pastry on both sides (35).
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9
Repeat with the remaining sheets and filling, and arrange the parcels on a sheet of foil on a baking sheet.
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10
Brush the tops with the egg yolk mixed with 1 teaspoon of water and bake in a preheated 350F oven for 3545 minutes, or until the pastry is crisp and brown.
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11
Serve hot.