Step 1: Preheat oven to 375 degrees.
Step 2: Combine the first 7 ingredients in a large bowl. Add 3 tablespoons of the olive oil; stir well to combine. Stir in the pepper, egg, and cheese until well blended.
Step 3: Line a baking sheet with parchment paper; spray with cooking spray.
Step 4: Working with 2 phyllo sheets at a time (keep the others covered to prevent it from drying out), brush 2 sheets lightly with olive oil. (Long edge of the sheet should be closest to you.)Top with 2 phyllo sheets. Place brush lightly with olive oil. Arrange 2 cups spinach mixture in an even mound along the phyllo edge closest to you, leaving a 1 inch border on either side. Fold the sides of the phyllo over the filling and roll dough and filling, burrito style, to form an 11 x 3 inch roll.
Step 5: Place the roll seam side down on the prepared pan. Repeat with the remaining dough, oil, and filling, forming 5 rolls. Make 3 small slits in the top of each roll to allow steam to escape.
Step 6: Bake the rolls at 375 for 50 minutes or until golden brown and crisp. Carefully transfer to a wire rack. Cool for 20 minutes.
Step 7: Cut each roll into 6 slices. Enjoy!
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