Oil a deep 20cm loose-bottomed or springform cake tin. Combine the feta, dates, soft cheese and mint in a large bowl and set aside.
Unroll the filo sheets, keeping them under a clean, damp tea towel to prevent them drying out while you work. Cut the first sheet of filo into four rectangles, brush with a little of the oil and use to line the base of the tin, bringing it about halfway up the sides (this will help hold the straws together). Cut the next sheet into four rectangles again, then brush each rectangle with oil and spoon 1 tbsp of the filling along one of the shorter sides. Fold the longer sides in by about 1cm, then roll the pastry up into a cigar shape, enclosing the filling. Repeat the process until you have about 40 filo straws and about two rectangles of filo remaining.
Arrange the straws in the tin, standing them up vertically and packing them tightly together around the edge. Leave a space in the middle. Use the two reserved filo rectangles to create a small bowl in the gap in the middle which will hold the dip. Brush the tops of the straws and bowl with a little more oil. Will keep, covered and chilled, for 24 hrs. Heat the oven to 180C/160C fan/gas 4. To make the dip, combine the yogurt and harissa. Set aside.
Sprinkle the sesame seeds over the straws. Bake for 50 mins until deep golden. Carefully remove from the tin, slide onto a plate and drizzle with the honey just before serving. Spoon the dip into the filo bowl, then let everyone help themselves.