Beat the eggs well with the mayonnaise and water. Crumble the feta cheese and chop the vienna sausages very finely. Grease a tray.
Take 2 phyllo pastry sheets at a time, coat them well with the egg mixture using a brush, sprinkle some sausages and crumbled feta cheese on one end.
Wrap both sheets into a roll and arrange them in the tray. With about half the egg mixture, you should brush the sheets, and with the other half, mixed with the baking soda, top the whole phyllo pastry pie.
Put it to bake in a moderately heated oven until ready.