In a mixing bowl, crumble the feta cheese and grate the kefalograviera. Sprinkle with pepper and combine.

Lay a sheet of phyllo dough flat and brush with olive oil. Spread cheese mixture over the phyllo. Repeat with more sheets.

Roll the phyllo sheets tightly from the long side to form a log.

Wrap the roll in plastic wrap and freeze for at least one hour.

Preheat the oven to 350°F (175°C) and slice the frozen rolls into 1-inch pieces.

Place the slices on a greased baking pan and bake for 20-30 minutes until golden brown.