Preheat the oven to 200 degrees C
Place the peppers on a baking sheet in the top third of the oven and roast for 30 - 40 minutes until soft and the skin is blackened in patches.
Remove from the oven and place in a seal-able plastic bag and let the peppers sweat in their own steam for 10 minutes (makes it easier to remove the skin).
Remove the skin and pips and cut each pepper into 3 strips and set aside.
Reduce the oven temp to 180 degrees C.
Melt the butter in the oil in a large saucepan.
Add the onion and garlic and fry over a medium heat until soft.
Add the mushrooms and brandy and fry until all the liquid has evaporated.
Season with salt and pepper and set aside.
Bring a pot of water to the boil and plunge the spinach into the boiling water. Remove from the boiling water immediately and refresh the spinach under ice cold water. Drain and squeeze all the remaining water from the spinach so that it is as dry as possible.
Take one sheet of phyllo and brush with melted butter. Repeat until you have 4 sheets on top of each other.
Place half the spinach on the edge of the sheet closest to you - leaving 2 cm on each side uncovered.
Top with half of the peppers.
Top the peppers with half of the mushrooms - try not to include any liquid from the pan.
Crumble one feta disk on top of the mushrooms.
Roll the pastry like you would a swiss roll, tucking in the edges as you roll so none of the filling escapes.
Place on a baking tray with the seam below.
Repeat the process with the other 4 sheets of pastry and other halves of the filling.
Brush the rolls with some more melted butter and bake for about 30 minutes until golden brown and serve.