Pit the olives and chop them into small pieces. Wash, dry, and finely chop the parsley. Tip: If using olives stored in brine, rinse them before use!
In a bowl, crumble the feta cheese with a fork. Add the egg, olives, chopped parsley, salt, and pepper. Mix thoroughly until you have a uniform filling.
Preheat your oven to 350°F (180°C) using the conventional setting (top and bottom heat). Prepare a baking sheet: line it with parchment paper or lightly grease it with olive oil.
Lay out the first sheet of filo pastry, brush it thinly with olive oil, then place another sheet on top. Spread the feta filling lengthwise along one edge, then roll it up to form a burek – you can shape it into a log or a spiral.
Repeat the process with the remaining filo pastry sheets and filling. Place the bureks on the baking sheet, and brush the tops with a little olive oil to help them brown nicely.
Bake the bureks for about 25–30 minutes, or until the tops are golden brown. Tip: If the filo pastry sheets are browning too quickly, loosely cover them with parchment paper.
Once removed from the oven, let it cool for a few minutes, then slice and serve warm or cold, perhaps with a fresh salad.
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