Cut each sheet of filo into four long strips lengthways (cut them in half first and then each half in half) then cut each strip in half widthways, so you are left with 24 small strips of filo. Cover the strips with a damp tea towel until you are ready to use them.
Brush a filo strip generously with oil and stick 3 coriander leaves to the strip. Place a prawn at one end of the strip, leaving the tail exposed. Roll up the pastry tightly, folding filo over the top of the prawn and when sealed, brush again with the oil. Repeat with the remaining pastry strips and prawns.
Heat about 3cm of vegetable oil in a deep saucepan over a moderate heat. Fry the prawns in small batches for 1-2 minutes until the pastry is golden.