The rolling pin shown in this series of photos is the traditional rolling pin used to roll out very large sheets of thin phyllo for all kinds of pastries. It is 3 feet, 4 inches long, and 1 inch in diameter.
If using homemade phyllo, start with a piece the size of a large steak. If using sfoliata (a thick sheet of phyllo dough or puff pastry) start with one sheet. Work on a lightly floured surface and put some flour on your rolling pin.
Roll out on with even pressure until the dough is about 1/4 inch thick.