2 sticks (1/2 pound) plus 2 teaspoons unsalted butter
2 large egg yolks
1 tablespoon pure vanilla extract
12 sheets phyllo dough (see Note)
1/2 cup confectioners' sugar
In a medium saucepan, combine the milk, sugar and Cream of Wheat and cook over moderate heat, stirring, until the mixture begins to thicken, about 10 minutes. Stir in the 2 teaspoons of butter and let cool slightly. Beat in the egg yolks and vanilla until smooth. Cover and refrigerate until chilled, at least 1 hour and up to 1 day.
Preheat the oven to 350°. In a small saucepan, melt the remaining 2 sticks of butter. Spread 1 sheet of phyllo on a work surface and brush with the melted butter. Cover with a second sheet, brush with more butter and continue until you have a stack of 6 buttered sheets. Repeat with the remaining phyllo and as much of the butter as necessary, to make 2 stacks.
For each phyllo stack, spoon half of the vanilla cream filling evenly across a long side, leaving a 1/2-inch border at the ends. Roll up the phyllo stacks around the filling to form 2 rolls, brushing the dough with butter as you roll. Pinch the ends and transfer the rolls, seam side down, to a large baking sheet. Bake for about 30 minutes, or until the phyllo is lightly browned. Let cool completely on the baking sheet, then sift the confectioners' sugar over the tops. Trim off the ends. Slice each roll into 8 pieces and serve.
Phyllo dough is available in 1pound packages (18 to 24 sheets) in the freezer section of most supermarkets. Thaw it overnight in the refrigerator before using, or it may crack.