Preheat the oven to 450°F.

Wash the potatoes well and pierce in several places with a fork. Bake for about 1 hour, or until tender. Turn off the oven. Set the potatoes aside until cool enough to handle, then cut lengthwise in half and scoop out the pulp. Put the pulp through a potato ricer, or mash in a mixing bowl.

Melt 3 tablespoons of the butter in a large skillet over medium heat. Add the onion and cook, stirring occasionally, for 10 minutes, or until soft. Add to the potatoes. Add the cheese, egg, parsley, salt, pepper, and nutmeg. Blend well. Let cool. (Filling can be prepared 1 day in advance and refrigerated.)

Lay a sheet of phyllo on a work surface with 1 long side facing you and brush with melted butter. Lay a second sheet on top and brush with melted butter. Repeat with 4 more sheets. Keep unused phyllo covered with wax paper and a damp towel.

Shape half of the potato mixture into a 2-inch-thick log along 1 side of the phyllo, leaving a 2-inch border. Fold in the sides of the phyllo and roll up the strudel, brushing with butter as you roll. Line a baking sheet with foil and brush the foil with melted butter. Place the strudel, seam side down, on the prepared baking sheet. Repeat with the remaining phyllo dough and potato mixture. (The strudels may be wrapped in foil and refrigerated for up to 2 days or frozen.)

Preheat the oven to 400°F.

Bake the strudels for 25 to 30 minutes, or until golden brown. Let rest for 2 to 3 minutes, then cut into thick slices with a serrated knife. Serve garnished with sour cream and chives, if desired.