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1
Pulse cream cheese, feta, walnuts, and dates together in a food processor, stopping occasionally to scrape down side of bowl, until nuts are finely chopped and mixture is combined well. Quick-chill filling by freezing until cold (to make it easier to handle), 15 to 20 minutes in freezer.
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2
Stack 8 sheets of phyllo and cut stack crosswise into 4 strips (each about 12-by 4-inches), reserving remaining phyllo for another use.
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3
Stack phyllo strips, then place stack between sheets of wax paper or plastic wrap (to keep phyllo from drying out) and cover with a kitchen towel (to help keep the paper or plastic wrap in place).
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4
Preheat oven to 400u00b0F with rack in the middle.
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5
Place 1 sheet of phyllo with a short end nearest you on a work surface (keep remaining sheets covered) and brush with butter.
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6
Roll a scant tablespoon of filling between your hands into a 3-inch-long log and place log in center of phyllo sheet, parallel to short end. Fold phyllo in half, enclosing log, and brush with butter.
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7
Roll a scant tablespoon of filling between your hands into a 3-inch-long log and place log in center of phyllo sheet, parallel to short end. Fold phyllo in half, enclosing log, and brush with butter.
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8
Starting at log end, roll up pastry to resemble a cigar. Transfer, seam side down, to a lightly buttered baking sheet.
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9
Make more rolls, leaving 1/2-inch of space between cigars on baking sheet. Bake until phyllo is golden, 15 to 20 minutes.
