Make the 1st cream: Separate the egg whites from the yolks. Beat the egg whites to snow, then add the yolks and continue beating. Add the remaining products for the 1st cream and stir to a homogeneous mixture. Put it aside.
Make the 2nd cream: Set aside 1 cup from the milk and in it dissolve the 3 packets of vanilla pudding and the sugar. Pour the rest of the milk into a pot and heat it on the stove. Once boiling, remove from the stove and pour the dissolved pudding into it. Stir and return to the stove.
Stir until fully thickened, until the cream begins to separate from the bottom and walls of the pot when stirring. Leave it to cool a little.
Divide up the sheets into 3 piles of 4 sheets. Take 1 sheet, smear it generously with the 1st cream, place the 2nd sheet on top, smear it with the 1st cream, do the same with the 3rd. Smear the 3rd with the 1st cream as well, place the 4th sheet.
Distribute a line of the 2nd cream at one end (smear as if making a roll). Roll it up carefully into a roll and place it in an oiled tray. Repeat this process for the other sheets to obtain 2 more rolls.
If there's any of the 1st cream left, smear it over the rolls on top; if not smear them with oil only. Bake in a preheated 356°F (180 °C) oven until golden. After baking, leave the Sweet Phyllo Pastry with Cream to cool and harden well, at least 1-2 hours.