Whisk the egg in a bowl until smooth and soak the matzos in it for about a minute, just to soften it.
Place the matzos on a preheated pan lightly greased with oil and cook over medium heat until it becomes soft and flexible (do not overdry it, it should be able to roll!)
Place the filling along one edge and roll it tightly like sushi. Then cut into rolls and serve as a snack!