Melt the Turkish delight in a pot on the stove. Take 2 phyllo pastry sheets at a time, smear them with oil or melted butter and put Turkish delight on. Roll up and arrange them in a greased baking tray.
Beat the egg with the milk and sugar and pour it over the arranged pastries in the tray. Put them to bake until browned in a moderately warmed oven.
After removing the finished pastries, sprinkle them with powdered sugar and serve cooled.