Preheat oven to 180C (350F). Line baking sheets with baking paper.
Place all filling ingredients in a large bowl and combine gently, trying not to break up the feta too much.
Open the phyllo pastry and cover with a damp tea towel to keep moist. You will need to work fairly quickly so that the pastry doesn't dry out.
Using one sheet of phyllo at a time, brush all over with melted butter. Place a heaped tablespoon of filling in a line at the narrow edge of the pastry and fold pastry over. Fold in the sides and roll up to form a cigar shape. Place on baking sheet.
Continue until all filling used up.
Brush all the pastries with melted butter, place in oven and bake for 20 minutes or until crisp and golden.
Dust with icing sugar before serving.