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Make to the end of step 3, then open-freeze on a tray lined with baking paper. Once frozen, store in an airtight container in the freezer for up to 1 month. Bake from frozen at 200°C, fan 180°C, gas 6, for 18-20 minutes.
Heat the oil in a frying pan, add the onion and gently cook for 10 minutes until softened. Stir in the garlic and chopped rosemary, and cook for a further minute. Transfer to a bowl and set aside to cool for 10 minutes.
Whiz the bread and nuts together in a food processor to make fine crumbs. Add to the cooled onion mixture along with the feta and beaten egg. Season and mix well.
Preheat the oven to 200°C, fan 180°C, gas 6. Unroll the filo pastry and cut the stack of filo sheets into 4 rectangles. Separate the sheets and brush a rectangle with melted butter. Take a scant tablespoon of the cheesy filling and roll it into a cigar shape. Place along 1 short edge of the rectangle, leaving a 2cm border at the end and sides. Roll up, folding in the sides to enclose the filling. Place on a baking tray lined with baking paper. Repeat until you have 24 filo rolls. Brush each with any remaining butter and sprinkle with the mixed seeds.
Bake for 12-15 minutes until golden brown and crisp. Cool on a wire rack. Tuck a rosemary sprig into the end of each filo roll for a broomstick effect. Serve at room temperature or, if you prefer to serve them warm, they can be reheated on a baking tray at 160°C, fan 140°C, gas 3, for 8 minutes, without the rosemary sprigs in place.