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1
Preheat your oven to 400F.
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2
Dice your peppers and onion into roughly 1/2 inch pieces.
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3
Cut the zucchini and eggplant in half moons (and cut your eggplant slices again in half if youre using a regular eggplant).
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4
Put all your veggies in a big bowl and drizzle your first 2 tbsp of olive oil over them and then sprinkle salt and pepper.
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5
Arrange your veggies on a baking sheet so theres no overlap (you might need 2 sheets) and put them in oven for 10 to 15 minutes, turning the veggies over half way through.
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6
When your veggies come out of the oven, let them sit a little bit to cool down.
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7
In a large bowl, you can then mix them with the feta cheese and olives as well as add some salt, pepper, and herbs.
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8
Youll probably get your hands dirty as its the best way to mix all the ingredients.
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9
Set your bowl to the side and melt your 2 tbsp of butter in a small container.
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10
Add your 2nd 2 tbsp of olive oil to this container and mix well with a brush.
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11
Take the phyllo out of the box and unroll it.
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12
Cover your stack of phyllo sheets with parchment paper and a damp cloth to keep them from drying out while you work.
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13
be very gentle when manipulating the phyllo or it will rip and tear.
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14
Small rips and tears dont matter much as, when it cooks, they wont be noticeable anymore.
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15
Take one sheet of phyllo and spread your butter mixture on it, then some of the chopped pine nuts.
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16
Do this with 4 sheets of phyllo then, on the 4th sheet, about 3 inches from one of the narrow ends, put half your veggie mixture.
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17
Leave enough space on the sides as well to flip over the edges before rolling your phyllo.
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Then, flip the long vertical edges in over the veggie mix, flip the 3 inches you left yourself over the veggie mix, and roll!
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19
Once your roll is ready, put it with the phyllo flap down on your baking sheet and add more butter mixture on the phyllo and sprinkle with pine nuts.
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20
Tips: It will be easier cleanup if you put parchment paper or aluminum foil under your veggies when roasting and your rolls when baking.
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21
Phyllo is hard to cut neatly when cooked so you might want to make light cuts on the top of the rolls to make cutting the cooked roll easier.
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22
Leftover phyllo can be frozen and, if youre not planning on eating both rolls, you can freeze one right before cooking.
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23
They keep well and can be cooked right from frozen.