Preheat the oven to 450°F. Bake the potatoes until tender, about 1 hour. Let stand until cool enough to handle, then cut lengthwise in half and scoop out the pulp. Put the pulp through a potato ricer or through the large holes of a food mill, or mash; set aside in a mixing bowl. (Do not use a blender or food processor.)
Heat 3 tablespoons butter in a large sauté pan over medium heat. Add the onion and pancetta and cook until tender and golden, about 10 minutes. Add to the potatoes along with the cheese, egg, parsley, salt, pepper, and nutmeg, if using. Mix until blended; let cool.
Lay a sheet of filo on a work surface with one long side facing you and brush with melted butter. Lay a second sheet on top of the first and brush with melted butter. Repeat with 4 more sheets to make 6 layers.
Shape about half the potato mixture into a 2-inch-thick log on one long side of the filo, leaving 2-inch borders. Fold in the sides of the filo and roll up like a jelly roll, brushing with butter as you roll. Place the strudel, seam side down, on a buttered baking sheet. Repeat with the remaining filo dough and potato mixture. The strudels may be refrigerated up to 2 days or frozen.
Preheat the oven to 400°F. Bake the strudels until golden brown, 25 to 30 minutes. Let rest a few minutes, then cut into thick slices with a serrated knife. Serve with a grilled filet of beef with horseradish sauce or roast beef.