Thaw one roll of fillo dough, following thawing instructions on package.
Preheat oven to 350ºF.
Unroll and cover the fillo pastry sheets with a damp towel or plastic wrap to prevent drying out.
Place one sheet of fillo on a cutting board and lightly coat with cooking spray. Layer and repeat with 4 more sheets. (Recipe or personal preference may substitute brushing with melted butter, olive oil or egg wash.)
For small phyllo rolls cut long edge of layered fillo into 4 strips; for medium roll cut long edge of layered fillo in half; for large phyllo rolls use entire fillo sheet.
Place cooled filling at one end of fillo strip, leaving 1″ from end. For small and medium rolls, leave filling ½” from each side free of any filling. For large rolls, leave filling 1″ from each side free of any filling.
Fold fillo up over the filling to form a roll. Fold side edges in to enclose the sides. Roll up to the end of fillo strip.
Coat outside with cooking spray.
Reroll unused fillo sheets and follow storing instructions on package.
Bake small and medium phyllo rolls seam side down, at least 1″ apart, on ungreased cookie sheet or baking pan for about 12 minutes or until fillo is golden brown. Bake large rolls for about 30 minutes.