1 ounce fresh (not aged) goat cheese at room temperature
1 teaspoon vanilla extract
juice of half a lemon
12 sheets fillo dough
Preheat oven to 400oF.
Place peaches hollow side up on a baking sheet. Cut 1 tablespoon of the butter into 8 pieces and drop 1 piece into each peach cavity. Sprinkle 1 tablespoon of the sugar over all halves. Place sheet in oven and roast peaches until thoroughly soft and a bit browned where fruit contacts the sheet, 25 to 30 minutes. Keeping the oven at 400oF, remove peaches and cut each half into 4 or 5 slices.
Make pastry cream while peaches roast: in a small saucepan, whisk together milk, 2 tablespoons of the sugar, and 1 tablespoon of the butter. Place pan over medium heat, and remove from heat when mixture comes to a boil. In a mixing bowl, combine ¼ cup of the sugar, cornstarch, and egg, and whisk to blend. To temper the egg, slowly pour about half of the hot milk mixture into the egg mixture while whisking continuously. Return tempered mixture to same saucepan and return pan to medium heat. When cream comes to a boil, pull from heat and stir in yogurt, goat cheese, vanilla and lemon juice. Hold at room temperature.
Melt the remaining 6 tablespoons butter. Keep melted butter and remaining 1 tablespoon sugar to the side of the baking sheet. Roll out first fillo sheet onto the baking sheet and brush to cover with melted butter and sprinkle with sugar. Repeat with remaining sheets, reserving a bit of butter for the top of the strudel. Once all fillo sheets have been stacked, arrange peach slices side-by-side in a single layer over fillo, leaving a 1 inch clear border. Spoon goat cheese pastry cream over the peaches. Starting from a long side of the rectangle, roll fillo in a jelly roll fashion. Brush top with butter. Bake in oven for about 20 minutes.
Slice strudel into sections. Serve while warm, with ice cream, if desired.