Knead a smooth dough from the water, vinegar, salt and enough flour to get a dough that can be kneaded. Divide the dough into balls, coat them with a little oil and leave to rise in a warm place for 30 minutes.
Roll out every ball into a very thin sheet onto a cloth or suitable towel. On each sheet, smear a little oil, sprinkle with grated feta cheese, mixed with the beaten egg.
Roll up the sheets into rolls using the cloth and wrap the rolls into a snail shell in turn. Bake in a greased tray in a moderately hot oven until they get a nice tan.