I'm with Cherrie. I've used filo pastry to make samosas I used beaten egg between layers and fried them.
Samosas are a good way of using up all the leftover Christmas veg. Mix them all up with some curry powder, put them in filo pastry and deep fry.
They're a staple over here, most of the corner shops sell them.
I've never baked with filo pastry, sorry.