Prepare the filling:
Heat milk with sugar over medium heat, stirring occasionally to dissolve sugar. Before the milk comes to the boil, add the semolina and vanilla. Stir continuously to prevent the cream from sticking to the saucepan and, when it starts boiling, remove from heat. Add the butter, stir and allow the mixture to cool slightly. Following the instructions, fill the rolls with the Bougatsa filling. Place the filled rolls on a baking tin and bake in a preheated oven at 200°C for 20 minutes. When baked, sprinkle with caster sugar and cinnamon, and serve. Alternatively, you can flavour the filled rolls with mastic, replacing the vanilla with 1/4 cup of mastic liqueur.

For making Mini Filo Pastry Rolls:

Brush 1 pastry sheet with butter, fold in half, butter it again, and refold it in half. Take a spoonful of the filling and place it near the edge of the shortest side. Fold the long edges of the pastry sheet over the filling.