Heat oil in a large frying pan. Add vegetables and saute until soft.

Remove from flame and cool. Add feta cheese and sauces and stir to combine.

If using phyllo dough, unroll it onto a flat surface. Remove two sheets of dough (keep a damp cloth or plastic over the stack of dough sheets in the meantime). Brush or spray oil on top of one sheet and cover with the second sheet. Brush or spray oil on top.

Carefully slice into 5-inch-wide strips. Place a tablespoon of filling about 2 inches from one 5-inch edge and fold the edge up and over the filling. Fold the sides in, and carefully roll up into an egg roll shape. Repeat with remaining filling and dough.

If using egg roll wrappers, lay filling on the bottom third of the wrapper, and fold the bottom up and over the filling. Fold the sides in and roll up.

Heat oil in a pan for deep-frying. Fry each egg roll for 5-10 minutes on each side, until golden.