Press the soft cheese into small pieces with a fork. Add the spices and mix them in well. Fold in the peppers, olives, and parsley.
Knead all dough ingredients together for 8 minutes. Place the dough on an oiled work surface, divide into 8 equal pieces, and shape each into a ball. Cover with a kitchen towel and let rest for 10-15 minutes.
Roll each ball out into a circular shape. Stack the flattened cakes on a plate, coating each with olive oil. Starting with the top pancake, pull it apart on the work surface until wafer-thin. Fold the edges inward to create a rectangle. Spread some filling on one side, roll it up tightly, and shape it into a snail spiral.
Place the dough snails on a baking sheet lined with baking paper. Brush with whisked egg and sprinkle with sesame seeds and caraway seeds.
Bake at medium-high heat (200 °C / 392 °F) for 25-30 minutes until golden brown.