Heat the oven to 180C/350F/gas mark 4.
Over a medium-high flame, heat the oil in a large saute pan for which you have a lid.
Add the onion, nutmeg, lemon skin and thyme, fry for five minutes, until soft and caramelised, then add all chard, half a teaspoon of salt and plenty of pepper.
Stir-fry for two minutes, until the leaves start to wilt, then turn down the heat to medium, cover the pan and cook for eight minutes, stirring often, until the leaves have completely wilted and the stalks are soft.
Off the heat, stir in the ricotta, 30g parmesan, 70g cheddar and two-thirds of the breadcrumbs.
Divide the mix into eight equal-ish portions (of about 90g each).
Cut the sheets of pastry to produce 16 rectangles measuring approximately 17cm x 23cm.
Place one sheet of filo on a clean work surface with the long side facing you, brush all over with melted butter, then place another sheet of filo on top.
Spoon one portion of the filling in a line along the bottom edge of the pastry, leaving a 2cm border on each side, then roll up the filo to enclose the filling in a 4cm-thick cigar.
Tuck the ends of the pastry under the bottom of the cigar, to keep the filling inside, and place in a buttered, 20cm x 30cm ovenproof dish.
Repeat with the remaining pastry and filling; the eight cigars should end up lying snugly side by side in the dish.
Brush the tops of the cigars all over with the remaining butter, then bake for 30 minutes, until golden-brown.
Sprinkle with the remaining parmesan, cheddar and panko, bake for 10-15 minutes more, until the pastry and breadcrumbs are crisp and golden-brown and the cheese melted, then leave to rest for 10 minutes.
Serve hot, with a crisp, sharp salad alongside.
