1. Mix neufchâtel, feta, gruyère, egg, and parsley.
2. Stack filo sheets neatly. From a narrow side, cut filo stack into 3 equal strips. Lift 1 strip from stack and lay flat; cover remaining pieces with plastic wrap to prevent drying. Mist the single strip lightly with cooking oil spray.
3. Place 1 tablespoon of the cheese mixture on one end of strip. Bring a corner end of filo strip over filling to meet opposite edge of filo, forming a triangle, then continue to fold as a triangle (like a flag) until the whole strip is wrapped around filling. As shaped, keep filled triangles covered with plastic wrap. Repeat to use remaining cheese and filo.
4. Place triangles, loose ends beneath, well apart on a nonstick baking sheet. Mist triangles lightly with cooking oil spray. If making ahead, freeze solid, then package airtight.
5. Bake in a 375° oven until golden, 12 to 14 minutes (20 minutes, if frozen). Serve hot or warm.
Nutritional analysis per piece.