Preparation 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. Stack 8 sheets of phyllo and cut stack crosswise into 4 strips (each about 12-by 4-inches), reserving remaining phyllo for another use. 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). Preheat oven to 400°F with rack in the middle. Place 1 sheet of phyllo with a short end nearest you on a work surface (keep remaining sheets covered) and brush with butter. 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. 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. Starting at log end, roll up pastry to resemble a cigar. Transfer, seam side down, to a lightly buttered baking sheet. Make more rolls, leaving 1/2-inch of space between cigars on baking sheet. Bake until phyllo is golden, 15 to 20 minutes. Cooks' notes:•Filling can be made 1 day ahead and chilled, covered. •Unbaked cigars keep frozen for up to 1 week. To freeze, put cigars on a rimmed baking sheet and freeze until very firm, about 1 hour, then transfer to a sealable plastic bag. When ready to bake, do not thaw. Place frozen cigars on a baking sheet and place directly in oven for 20 to 25 minutes. •If using frozen phyllo, be sure to follow manufacturer's instructions for thawing it; if you are in a hurry and try to thaw it too quickly, you'll likely end up with a frustrating mass of stuck-together sheets or a pile of shreds. •Fresh phyllo that’s never been frozen is a delight to work with; you might find it labeled 'strudel dough'. Look for it in international, Greek, Middle Eastern, or Eastern European markets.
Preparation 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. Stack 8 sheets of phyllo and cut stack crosswise into 4 strips (each about 12-by 4-inches), reserving remaining phyllo for another use. 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). Preheat oven to 400°F with rack in the middle. Place 1 sheet of phyllo with a short end nearest you on a work surface (keep remaining sheets covered) and brush with butter. 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. 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. Starting at log end, roll up pastry to resemble a cigar. Transfer, seam side down, to a lightly buttered baking sheet. Make more rolls, leaving 1/2-inch of space between cigars on baking sheet. Bake until phyllo is golden, 15 to 20 minutes. Cooks' notes:•Filling can be made 1 day ahead and chilled, covered. •Unbaked cigars keep frozen for up to 1 week. To freeze, put cigars on a rimmed baking sheet and freeze until very firm, about 1 hour, then transfer to a sealable plastic bag. When ready to bake, do not thaw. Place frozen cigars on a baking sheet and place directly in oven for 20 to 25 minutes. •If using frozen phyllo, be sure to follow manufacturer's instructions for thawing it; if you are in a hurry and try to thaw it too quickly, you'll likely end up with a frustrating mass of stuck-together sheets or a pile of shreds. •Fresh phyllo that’s never been frozen is a delight to work with; you might find it labeled 'strudel dough'. Look for it in international, Greek, Middle Eastern, or Eastern European markets.