Preheat the oven to 350 degrees F.
Lay the thawed phyllo dough sheets between two lightly damp kitchen towels. Cut the phyllo dough depends on the size of your baking tray.
Now, to assemble the phyllo pie, lay three to seven sheets of phyllo dough on the bottom of a lightly greased 9 1/2 x 13 x 2 1/4 inch baking pan. Fold any excess dough in. Brush the top phyllo sheet very generously with the melted butter and oil mixture. Repeat this step as you lay three to seven sheets of phyllo at a time in the baking pan until you have used up 1/2 of the phyllo sheets.
Now, as you have a nice base for your pie, spread the grated romy cheese, cheddar mozzarella and olives filling evenly on top of the last phyllo sheet.
Layer the remaining sheets on top of the cheese repeating the same process as before (again, three to seven sheets at a time, fold excess phyllo and butter the top sheet) until the phyllo sheets are used up. Brush the top sheet very generously with the butter and olive oil mixture. With a sharp knife, cut the phyllo pie into 12 squares. Season the prepared milk and egg mixture with salt and pepper and pour evenly over the pie.
Place the phyllo cheese pie on the middle rack of the 350 degrees F heated-oven for about 45 minutes to an hour, or until cooked through. It should turn a nice golden brown. Be watchful so that the pie does not over bake or burn.
Serve warm with a side salad! Enjoy!
