Bring fillo dough to room temperature before handling it. Never remove frozen fillo dough directly from the freezer to the counter; thaw it gradually in the refrigerator overnight, then let it come to room temperature the following day (several hours on the counter should do it). Follow the instructions on the package for handling fillo dough. Always prepare all the ingredients you need before opening the package. Once opened, cover the dough with plastic wrap to retain the moisture.