Mix the cheeses in a bowl, add some pepper.

Place a phyllo sheet on your working surface. Brush with olive oil and sprinkle cheese on the sheet. Place another phyllo sheet and repeat the whole process (olive oil, cheese) 2 more times.

Now roll starting from the long side tightly like a cigar, until you have a long tube like a log. After it is rolled, push the ends in so it scrunches a bit. Wrap in plastic wrap and place in the freezer for at least an hour (or for several days) so it hardens. Continue this with all the phyllo sheets. You should have a total of 4 long logs.

When ready to bake, preheat oven at 350 Fahrenheit (175 Celsius), take out the rolls, and let them sit for 10 minutes. Cut them in 1 inch slices, place them on a greased pan with cut sides up and down. Bake them for about 20-30 minutes until golden.