Also known as phyllo pastry, filo is a very thin unleavened dough. It is commonly used in making the Turkish sweet pastry, baklava, and börek in Middle Eastern and Balkan cuisines. Since Filo pastry is made with unleavened dough, that means there is no rising agent used to make it. Instead, filo pastry is made of vegetable oil, a dash of salt and warm water added to plain flour. It is then kneaded and stretched by hand until you have those very thin see-through layers.