Pour boiling water over the butter in a bowl and stir. Separate the phyllo pastry sheets and smear them 1 by 1.
First, smear half of each phyllo pastry sheet, fold it and smear again with the butter and water mixture. Sprinkle with the crumbled feta cheese. Fold the 2 opposite ends and roll up the sheet into a roll.
Arrange them in a tray with a nonstick coating, some distance apart from each other. Smear with the remaining butter and water mixture on top. Bake in a preheated 356°F (180 °C) oven for about 20 min.