Prep the pickled pepper: Chop the pickled pepper into small pieces and set aside.
Cook onion + meat: Heat the oil in a skillet over medium heat. Add the minced onion and cook until softened. Add the ground meat, salt, and pepper. Cook, breaking up the meat, until browned and cooked through.
Mix in cheese + pepper: Transfer the hot filling to a bowl. Stir in the grated cheddar until evenly combined. Mix in the chopped pickled pepper.
Roll the cigars: Lay out phyllo dough. Place a thin line of filling near one edge and roll tightly into a cigar shape. Repeat with remaining filling and phyllo.
Brush + seed: Arrange rolls seam-side down in a baking dish. Brush with beaten egg, then brush with melted butter. Sprinkle poppy seeds on top.
Bake: Bake at 400°F (205°C) for 20–25 minutes (Assumption) or until deeply golden and crisp. Cool 5 minutes before serving.