Preheat your oven to 375°F (190°C).
In a large mixing bowl, combine the crumbled feta cheese, cottage cheese, egg, and chopped parsley. Mix thoroughly until well combined.
Carefully unroll the phyllo dough and lay it flat on a clean, dry surface. Cover the sheets with a damp cloth or plastic wrap to prevent them from drying out.
Take one sheet of phyllo dough and brush it lightly with olive oil. Place another sheet on top and brush it with more olive oil. Repeat this process until you have layered 3 sheets of phyllo.
Spoon a portion of the cheese filling along one edge of the layered phyllo, about 1/3 cup.
Starting from the edge with the filling, roll the phyllo dough tightly into a log. Place it seam-side down on your prepared baking sheet.
Brush the Borek generously with olive oil.
Bake in the preheated oven for 25-30 minutes or until golden brown and crispy.
Allow them to cool slightly before serving.