Preheat the oven at 190°C (375°F) and add parchment paper to a baking tray. Set aside.
When the dough is rested, sprinkle some flour or semolina and place the dough on a working surface.
Use a rolling pin and roll out gently moving your hands from the center to the sides until the phyllo is a thin sheet.
If the dough becomes sticky sprinkle more flour on it.
Using a pastry brush, brush the phyllo with olive oil. Spread ¼ of the filling, and roll it into a cylinder shape.
Leave ⅓ of the phyllo without filling so that the filling can be coated by the phyllo and doesn’t ooze when baked.
Create a swirl/snail and place it on the baking tray. Continue with the rest of the dough and filling.
Wrap each cylinder around the previous one to make a large spiral.
Whisk the egg yolk and sweet paprika powder(if used) with the milk and brush the top of the finishing pie.
Bake for 50 to 60 minutes or until golden brown and crunchy.
When ready, remove from the oven and let it cool slightly in a cooling rack.
Cut into pieces and eat it while still warm.