Crumble all three cheeses into a bowl, add the eggs, shallots, cream, pepper and oil and mix together.
The defrosted Filo pastry sheet is placed flat and cut into three vertical strips.
Melt the butter. Brush the Filo pastry strips with butter then take a tablespoon of cheese mix and place the mix along the centre of each strip.
Take the left corner of the Filo pastry strip and move it across to the right holding it down; then moving the right corner across to the left side, repeating this process until it reaches the top of the Filo pastry strip.
The end of the Filo pastry strip is finished off with a brush of butter to seal the pastry; brush the top and place the cheese triangle onto a greased baking tray.
Repeat until all cheese triangles are ready for the oven. Place the baking tray into the oven preheated at 200 degrees Celsius. Cook until golden and puffy.