Preheat the oven to 200 °C. Melt the butter or margarine in a pan. Brush the filo pastry sheets one by one, then place in a baking dish next to each other, crinkling each pastry sheet so they all fit together. Bake at 180 °C until golden.
Menwhile, mix the sweetened condensed milk, the eggs and vanilla extract until smooth. Remove the baking dish from the oven and add the milk-egg mixture. Put the dish back in the oven and bake at 180-200 °C for a further 20’. Remove from the oven, leave to cool for 5 minutes, then top with icing sugar and cinnamon and serve.