Preheat oven to 400°.
Coat cheese with pesto.
Cut phyllo sheets in half crosswise to form 8 (13 x 9-inch) rectangles. Place 1 phyllo sheet on a cutting board or work surface (cover remaining dough to keep from drying); coat with cooking spray. Place 1 sheet on top of first sheet. Fold in half crosswise to form a 9 x 6 1/2-inch rectangle. Place 1 stick of cheese at center of a short end of rectangle; fold long sides of phyllo over cheese, coat with cooking spray. Starting with the short end, roll up phyllo jelly-roll fashion. Coat with cooking spray. Place on a baking sheet coated with cooking spray. Repeat with remaining phyllo and cheese. Bake at 400° for 12 minutes or until golden brown.
Heat the marinara sauce in a small saucepan over medium-low heat until thoroughly heated. Serve marinara sauce with mozzarella sticks.