Annie, In case you want to try your hand at making your own fillo pastry, below is the recipe:
1/2 kg flour
4 tbsps oil
1 tsp salt
1 cup water
After having put aside a little of the flour for rolling out the dough, mix the rest with oil and salt, combining loosely. Add the water to the dough kneading constantly on a floured surface. Allow to stand 20-30 minutes in a warm place. After this, separate the dough into 6-8 balls, depending on the amounts and the thickness of the pastry you want to use.
Personally, I do not enjoy making my own pastry as it's very time-consuming. I am thankful that where I live, they are available in various types, thin sheets for Baklavas and sweet pies, medium size for savoury pitas (pies) and shortcrust pastry for finger food.
In case you do not know, fillo sheets when freshly baked are very crispy and become soft after a day or so, thereby giving a chewy texture. When that happens, bake them slightly in the oven again.