Rinse the mushrooms under a light stream of cold water and use a vegetable brush or paper towel to remove the dirt. Pat each mushroom dry with paper towels. At this point, you can start to cook your onions before finishing the mushroom prep.
Melt the butter in a large skillet over medium high heat. Add the onions and give them a stir. While the onions are cooking for about three minutes, finish prepping the mushrooms. Trim off the hard edge of each stem and discard. Slice the mushrooms about ½-inch thick.
Stir the mushrooms into the pan and spread them out as much as you can so they cook faster. Increase the heat to high. Lightly salt the mushrooms. Add pepper, garlic powder and rosemary. The mushrooms will release their liquid. Cook them, occasionally stirring, until all the liquid has evaporated. It should take at least 7 minutes, depending on your pan.
While the mushrooms are cooking, preheat the oven to 350 degrees F. Grease two baking sheets with cooking spray.
When the mushrooms are done, turn off the heat and let them cool for a couple minutes. Then transfer them to a cutting board and roughly chop them. Place the chopped mushrooms in a bowl, dab them with a paper towel to absorb any excess moisture, and stir in the feta.
To make the rolls, set up an assembly line with your filling, a work surface for each roll, a tiny bowl of water to dip your finger, and a baking sheet. Place an egg roll square in front of you on the diagonal, with corners at the top and bottom. Place two tablespoons of the mushroom filling in the center. Fold the bottom corner up halfway to cover the filling. Fold in the right and left corners snugly over the filling, like an envelope. Dip your finger in the water and moisten the top corner of the square. Then roll the wrap up from the bottom and set it on the baking sheet.
Continue filling the rolls. (There should be about 20.) Lightly brush olive oil on them before placing them in the oven. Bake the rolls for 20 minutes, or until they are golden brown. Cool the rolls on a wire rack for a few minutes before tasting.
Serve plain or with balsamic glaze for dipping. Refrigerate leftovers for up to four days.
Notes
It's better to chop the mushrooms after they've been sliced and cooked. When I tried chopping them in my food processor before cooking them, the filling came out too mushy, and the rolls were soggy. Also, the sautéed mushrooms and onions make a great side dish.