Preheat oven to 400 degrees F.
Line a baking sheet with parchment paper.
Cut feta into 16 equal cubes.
In a small bowl, whisk egg and stir through herbs with fresh cracked pepper.
Add feta cubes and toss to coat.
Lay the three phyllo sheets in a stack and cut in half down the length, then across so you have 16 rectangles.
Take one rectangle and place a piece of feta at one end. Roll up and wrap in the phyllo to create a roll.
Brush the outside with melted butter and sprinkle with sesame seeds.
Place on the prepared baking tray.
Repeat with the remaining ingredients until you have 16 rolls.
Bake for 8-10 minutes or until golden and crispy.
Place on a serving platter and drizzle with honey and serve.