6 sheets of filo pastry, about 30 x 40 cm (12 x 16 inches)
75 g (3 oz) unsalted butter, melted
12 very thin slices of Parma ham
175 g (6 oz) strong blue cheese, crumbled
75 g (3 oz) walnut pieces, chopped
3 spring onions, finely sliced
creamy herb dip, to serve (optional)
Line 2 baking sheets with nonstick baking paper. Lay the stack of filo sheets on a clean surface, then cut in half widthways and keep covered with clingfilm.
Brush 1 filo sheet with melted butter, then cover with a slice of Parma ham and scatter over a little of the blue cheese, crushed walnuts and spring onions. Starting at a short end, roll up like a cigar, tucking in the sides when you have rolled about two-thirds of the pastry. Continue rolling, then place on the prepared baking sheet. Repeat with the remaining ingredients to make 12 rolls.
Brush the cigars with the remaining melted butter and bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 8–10 minutes until crisp and golden. Serve warm with a creamy herb dip, if liked.