Thaw the phyllo sheets as directed on the package. I use the Athens brand which mentions thawing overnight in the refrigerator or 3 hours on the countertop until pliable.
Preparing the filling
Heat oil in a wok or a broad pan.
Once warm add in the onions, pepper, and cook for 30 seconds.
Add in all the sauces, and stir well for 20-30 seconds.
Next, add in and paneer and gently fold it in.
Cook for 30 seconds. Add salt and pepper to taste.
Keep in mind that the sauces have salt in it. So, use it sparingly.
Let it cool down to room temperature before use.
Filling and baking process
Preheat the oven at 400 deg F.
Carefully unwrap it. We will work with 5 sheets at a time.
Keep the remaining phyllo sheets covered under a damp towel so they don’t dry out.
Place one sheet of phyllo on a baking tray or clean work surface and brush it with some melted butter all over the top. Make sure to cover the edges as well. Gently press the second sheet of phyllo on top. Repeat the process until you have stacked up 5 sheets.
Do not brush butter on the topmost sheet as we are going to spoon filling on it.
Now cut the stacked phyllo sheets into 6 even squares with a pizza cutter or a sharp serrated knife.
Spread the prepared Szechuan paneer veggie filling along one side of the phyllo square closer to the edge, leaving about ¼ inch on each side. See video.
Gently roll up the phyllo sheet to form a cylinder shape like a tube.
Transfer the roll, seam side down, to a baking tray. Similarly, repeat the process to make more cigars.
Once all cigars are placed on the baking sheet brush them with some melted butter on the top.
Bake for 12-14 minutes or until the cigars are golden brown and crispy.
Remove the baking tray from the oven and allow the cigars to cool down for a few minutes before serving.
Enjoy it with a side of Szechwan sauce for dipping.
Video
Notes
Important tips!
If using store-bought Szechwan sauce start with 2 teaspoons, taste and add more as it is spicier.
Do not overcook the filling.
Do not forget to brush butter in between the phyllo sheets covering the borders as well.
This is important to retain a good crunch. I have used 24 paneer pieces so I got 24 rolls. 1 long strip of paneer in every cigar.
Make ahead of time tips.
You can make the filling up to 2 days in advance and store it in the fridge until use.
Store leftover phyllo rolls in a zip lock bag or air-tight container in the fridge for up to 3 days.
To crisp, it again, bake it at 200 deg C for 10 minutes.
Possible substitutes
Swap homemade Schezwan chutney for store-bought.
Substitute ketchup with 1 teaspoon sugar.
You can use spring roll wrappers instead of phyllo dough. But you will require just one wrapper per filling and a cornflour paste to seal the edges after rolling.