Prepare a large roasting tray by lining the bottom with a piece of baking paper.
Lay the filo pastry sheets in the tray, concertina style, with creased sides facing top and bottom.
Evenly drizzle olive oil or melted butter over the pastry.
Bake at 200°C for 15 minutes, until lightly golden.
In a large bowl, whisk together cream, milk, eggs, salt, and crumbled feta cheese.
Pour the custard over the baked pastry, tapping to fill gaps.
Turn the oven down to 180°C and bake for a further 20 minutes or until set and golden.
Garnish with chopped chives and serve warm or at room temperature.
