How to Make It
Preheat the oven to 350°. In a medium bowl, blend the feta with the eggs and the mixed herbs and season with salt and pepper.
Have 2 large baking sheets ready. Work with 2 sheets of phyllo at a time, keeping the remaining sheets under a damp towel. Set 1 sheet of phyllo on a work surface and brush with some of the melted butter. Press a second sheet of phyllo on top. Cut the phyllo lengthwise into 4 even rectangles.
Spread 1 tablespoon of the feta cheese and herb filling along the short end of one of the phyllo rectangles, leaving about 1/2 inch on each side. Roll up the phyllo, neatly tucking in the ends one-third of the way up to enclose the filling, then continue to roll up the phyllo with the sides open. Transfer the rolled-up cigar, seam side down, to a large baking sheet and brush with more of the melted butter. Repeat with the remaining phyllo dough and feta cheese and herb filling.
Bake the cigars for about 30 minutes, or until they are golden brown and crisp; switch the baking sheets halfway through for even browning. Serve the cigars hot or at room temperature.