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Preheat the oven to 400F/220C. Wash and dry the sweet potatoes and cut in half lengthwise. Season with salt and pepper. Brush with a little olive oil. Place cut-side down on a parchment-lined baking tray and roast until soft, about 25 minutes.
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While the sweet potatoes are roasting, cook the onions: Heat a tablespoon of olive oil in a heavy frying pan over medium heat and add the onions. Cook, stirring, until lightly caramelized.
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When the sweet potatoes are soft, remove, cool slightly and scoop out the flesh, transferring it immediately to a mixing bowl. Let the sweet potato pulp cool down. Mix in the onions, feta, and nutmeg. Adjust seasoning with additional salt and pepper.
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Roll open the phyllo and keep it covered with a dry and then a damp kitchen towel on top. Take out the first sheet and place it horizontally in front of you on a work surface. Brush it with olive oil. Take out a second sheet, stack it over the first, and brush that, too, with olive oil.
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Cut the sheets into four equally wide strips. Fill the bottom part of each strip with a scant tablespoon of the sweet potato filling and fold up like a flag, into right angles corner to corner, to get triangles. Place seam side down on a parchment-lined baking sheet. Continue until all the phyllo and filling are used up.
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Brush the top of each triangle with the egg white wash and sprinkle with nigella seeds. Bake for about 20 minutes, or until the phyllo is golden and crisp.
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Note: the triangles may be assembled, covered well in plastic wrap and frozen for up to a week before serving. Remove the plastic wrap and bake directly from the freezer to the oven, allowing a little more baking time.
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While the triangles are baking, or up to three days before serving make the honey sauce: Bring the honey, water and spices to a simmer. Cool down and let the spices steep in the mixture for at least 15 minutes. Strain and keep in an airtight jar or plastic squeeze bottle.
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To serve: Place 1 or 1 triangles on a plate and drizzle with the spiced honey sauce. Garnish if desired with a little fresh parsley.