Phyllo cheese rolls are a tasty appetizer or snack made with phyllo dough and a filling of cheese and herbs. The phyllo dough is layered with a mixture of feta cheese, cream cheese, herbs, and spices, then rolled into small cylinders and baked until crispy and golden. The cheese filling becomes warm and gooey when baked, creating a delicious contrast with the crispy phyllo dough. Phyllo cheese rolls are perfect for parties or as a quick and easy snack.