In a bowl, mix cheese, onions, dill, and pepper.
Stack filo sheets. With a long, sharp knife, cut stack into 6 equal rectangles to make 24 pieces. Cover with plastic wrap to prevent drying.
Lay 1 filo piece flat and brush lightly with butter. Sprinkle 2 teaspoons cheese mixture along 1 edge, leaving about 1/2 inch bare at each end. Fold ends of filo over filling, then roll to enclose; if filo doesn't stick together at end of roll, brush edge with a little more butter.
Place cheese stick seam side down on a nonstick 12- by 15-inch baking sheet and brush lightly with butter. Repeat step 3 to shape remaining cheese sticks, and lay about 1/2 inch apart on pan.
Bake in a 400° oven until lightly browned, about 12 minutes (9 to 10 minutes in a convection oven). Serve hot or warm.