With one hand only because with the other I was taking pictures :-)!!!.
Cheese cigars are rolls of filo pastry filled with cheese and then fried or baked (I bake them). I just put all my filo pastry sheets on a tray and fold them one by one until I used them all up. Proceed like for a spring roll, rolling the cheese stick up a few times (picture 2 and 3), and then folding in the sides in (picture 4) before continuing to roll. This way you will seal the cheese in. You can repeat it with a second sheet of pastry if you think that the cheese will melt out into the tray (or if you like to have more pastry!).
Once more: this time I put a bit of chopped parsley with the cheese so that it is easier to see. In pictures 5 and 6 you can see how the sides are rolled in.
Last time now, pizza cigars, I put a strip of tomato paste, then cheese, then oregano, roll, fold the sides in, and roll again until the end. Brush with water and bake at 180 C° until golden in colour.
Photos and Recipes by Alessandra Zecchini ©