Preheat the oven to 200°C (180 fan) | 400°F | gas 6 and grease and line a baking tray.
Heat the olive oil in a saucepan pan over a moderate heat and sweat the leek for 4-5 minutes with a little seasoning, stirring occasionally, until it start to soften. Add the spinach, stir well and cook until wilted: 2-3 minutes. Remove from the heat and stir in the feta cheese, mixing well to combine thoroughly.
Lay the filo sheets out on a flat surface and cut in half to make four rectangles of even size. Brush the edges with beaten egg and spoon the spinach filling into the centre of each piece of filo. Fold the sides in to enclose the filling, then roll up into fat cylinders.
Transfer carefully to the baking sheet and brush with the sunflower oil. Bake for 15-20 minutes until golden and crispy. Serve hot from the oven.