Steps:
- Preheat oven to 350˚ F. Line two baking sheets with parchment paper and set aside. Remove the package of filo from the refrigerator.
- Combine cheeses, egg, salt and pepper in a bowl. Stir until blended and set aside.
- Set up your station: you will need a large cutting board, a spoon, a pastry brush and the filo dough. Unwrap the filo dough and cover it well with plastic wrap and a kitchen towel while you work.
- Lay one sheet of filo horizontally oriented in front of you on your cutting board. Brush it with olive oil. Place a second sheet of filo on top of the first and brush it with some more olive oil. Run a knife down the filo dough every two inches and cut into eight even strips.
- Place one spoonful of the cheese mixture at the end of each strip. Lift one corner and fold it over to enclose the filling and make a triangle. Continue folding from side to side till you get to the end of the strip. Brush it with some olive to seal the end. Place on prepared pan, seem-side down. Brush the tops of the triangles with olive oil to keep them moist. Repeat process until you have used up all the filling.
- Bake for 20-25 minutes or until golden brown. Let cool briefly before serving.
- In a small food processor, place the feta, Greek yogurt, cider vinegar, salt and pepper and process until fairly smooth.
- Slowly stream in the extra virgin olive oil, while continuing to pulse (you may need more or less, depending on your desired consistency). Taste and adjust the seasoning.
- Refrigerate for at least an hour. Bring to room temperature, stir again and serve as a spread for toasted pita wedges, on crostini or with crudités.
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