Make balls a little larger than an egg from the dough. Roll out each one to the diameter of a small plate. Put them aside on a floured surface and cover with a towel, so they don't catch a crust.
After you've rolled out all the sheets, oil your hands very well, place them onto a large cotton covering and stretch them out into thin, large sheets. For thinner phyllo pastries, you can cut off the periphery of the sheets (save the dough and use it again).
Sprinkle thus prepared phyllo pastry sheet with a mixture of oil and melted lard. Sprinkle with crumbled feta cheese and roll it up into a thin roll using the towel.
Arrange each roll into a spiral pattern in a covered with baking paper oven dish. Smear them on top with a little oil. Put them to bake in a preheated 365°F (185 °C) oven to a golden crust.