Lightly beat the egg and add the cheeses. Mix them together well and set aside.
Preheat oven to 350F/175C and line a large baking sheet with silicone mat or parchment.
Melt the butter and get your pastry ready, keeping unused sheets covered with it's wrapping or under a damp cloth.
Lay a sheet of pastry on a dry surface, brush lightly with butter and top with another sheet of pastry. Brush this sheet with butter and top with a third sheet of pastry.
Cut the pastry in to 6 strips, around 2 ½in (6cm) wide (so their length is the short width of the filo sheet).
Put a tablespoon of the cheese mixture at one end of each strip, fold over a corner in a triangle then continue folding over the triangle to use up all the pastry. Seal the end with more butter.
Transfer each triangle to a lined baking sheet, folded edge down, and brush with more butter.
Repeat with the rest of the pastry strips, then with more sheets to use all the cheese mixture.
Bake the pastries for 12-15 minutes until golden brown.