Heat the oil in a large frying pan and fry the prawns, garlic and herbs. Season with the spices and cook until the mixture comes away from the pan. Add the eggs and quickly mix in. Remove from the heat and allow to cool.
Meanwhile, separate the filo sheets. Cut each into four squares and fold each square into a triangle. Place some of the filling along the longest edge of each triangle, almost to the ends. Tuck in the ends over the filling then roll up the cigar towards the point. Seal the pastry with a dab of egg white.
Heat the oil until a cube of bread browns in 30 seconds and deep-fry the cigars, in batches, until golden. Drain on kitchen paper before serving.