In a bowl of a food processor purÄe the Feta cheese, egg, and mint until mixture is combined but slightly lumpy. Season with pepper and nutmeg. In a deep saucepan or fryer heat 3 cups corn oil to 350F. Fold a sheet of phyllo in half to make a rectangle. Fold the rectangle in half to make a square and then cut the edges with a pair of scissors or sharp knife to make 4 equal-sized squares. Place a tablespoon of the cheese mixture in the middle of each phyllo square. Fold the phyllo over the cheese neatly to make a small parcel. Repeat with the remaining phyllo sheets and cheese mixture. Lower the phyllo parcels, one at a time, into the hot oil with a slotted spoon. Cook for 1 minute, turning once, until golden on both sides. Drain on paper towels. Serve hot.
