Prepare the ashta.
In a saucepan, whisk together the milk, cream, cornstarch, and sugar until smooth and no lumps remain.
Place over medium-low heat and whisk constantly until the mixture thickens and begins to bubble. Continue whisking at a gentle bubble for about 1 minute, then remove from the heat. Stir in the rose water or vanilla.
Transfer to a shallow bowl and press plastic wrap directly onto the surface to prevent a skin from forming. Refrigerate until completely cool and firm, allowing at least 20 minutes and longer as needed.
Make the syrup.
Combine the sugar, water, and lemon juice in a saucepan. Heat gently, stirring only until the sugar dissolves.
Bring to a boil, then reduce the heat to low and simmer for 5 minutes without stirring. Remove from the heat and let cool completely.
Prepare the phyllo.
Lay out the thawed phyllo and cut lengthwise into 4 long strips. Keep the strips covered with plastic wrap and a lightly damp towel while you work.
Use 2 stacked strips for each roll to help contain the filling.
Fill and roll.
Transfer the chilled ashta to a piping bag or a sturdy zip-top bag with a corner snipped off.
Pipe a short line of filling near one end of a strip, leaving space along both sides. Fold the side edges inward to enclose the filling, then roll snugly into a finger shape without squeezing.
Lightly moisten the final edge with water and press to seal. Repeat with the remaining pastry and filling.
Fry until golden.
Heat about 2 inches of oil in a deep, heavy pan to approximately 350°F.
Fry the rolls in small batches, turning carefully, until golden and crisp, about 1–2 minutes per side. Adjust the heat as needed to prevent them from browning too quickly.
Dip in syrup.
Lift each roll from the oil and let the excess drip off. Immediately transfer to the cooled syrup.
Turn to coat and soak for up to 1 minute, depending on your preferred sweetness. Lift out and let excess syrup drain.
Garnish and serve.
Sprinkle with crushed pistachios, if desired. Allow the filling to cool slightly before serving.