For the filling, crumble the feta, chop the parsley and mix well with the za'atar. Season with salt and pepper if necessary.
Cut the filo pastry into approx. 20 x 30 cm rectangles. (The exact measurements are not so important - this is more of an approximate guide).
Place 2 - 3 tsp filling at the bottom centre of a filo pastry rectangle. Fold in the sides and lift the filo pastry over the filling and roll up into a roll. Repeat until the filling is used up.
Heat the oil in a frying pan to approx. 165 °C. (Use enough oil, the rolls must float a little in it).
Fry the rolls until golden brown all over. This can be done very quickly - maximum 1 minute.
Serve the rolls either plain or with a dip of your choice.