Preheat the oven to 375 degrees F. Line a sheet pan with parchment paper.
In a mixer fitted with a paddle attachment (or using a hand mixer), blend the cream cheese until soft and smooth. Add the farmer's cheese and continue to blend. Add the egg and mix. Add 1/2 cup of the sugar and the vanilla. Spoon the mixture into a pastry bag fitted with a large plain tip (or just set aside in a bowl).
Transfer 1 sheet of phyllo to the prepared pan. Using a pastry brush, brush the phyllo with butter. Sprinkle with 1/3 of the remaining 1/2 cup of sugar and 1/3 of the ground walnuts. Repeat with the 2 remaining sheets of phyllo--reserving the some melted butter and nuts for the top, once rolled.
Turn the sheet pan so that the phyllo is horizontal to your body. Two inches in from the left-hand edge of the phyllo, working from top to bottom and leaving 2 inches bare at the top and bottom, pipe or spoon a 3/4 inch thick line of cream cheese mixture.
Alongside the cream cheese, pour the cherry pie filling. Turn the sheet pan a quarter turn and, starting at the edge the fillings are near, roll up the pastry to encase the filling. Keep rolling to form a log. Move the log to the center of the sheet pan and tuck the ends under to keep the filling from oozing out. Brush the surface with melted butter and sprinkle with remaining sugar and nuts.
Bake until golden brown, about 30 minutes. Let cool 10 to 15 minutes on the pan. Using a serrated knife, cut carefully into sections and serve warm.