FOR THE CREAM: In a small saucepan bring milk & vanilla extract JUST to a boil.
In another saucepan, melt butter over medium heat & then add the semolina, stirring for 1 minute.
Strain the milk over the semolina, stirring continuously. Add the sugar & continue stirring for 4-5 minutes, or until mixture is thickened, then remove from the heat & set aside to cool, stirring occasionally to prevent the formation of a skin on top.
In a small container, beat together the egg & 1 egg yolk, & when the milk mixture is cool, stir the eggs into the milk mixture.
Preheat oven to 400 degrees F & coat the inside of an 8-inch-square baking dish with a little butter.
Cut the sheets of filo to fit the baking dish & then lay 6 sheets into the baking dish, brushing the top side of each with melted butter.
Spread the cream filling over the pastry & cover with the remaining sheets, again brushing each sheet with butter. Keep the filo covered with a slightly damp kitchen towel at all times so it doesn't dry out.
Bake for about 25 minutes or until the pastry is crisp & golden, then remove from the oven & cut into 4 squares. Sprinkle each with powdered sugar & a little cinnamon & serve hot or warm.