The tofu version
I followed the recipe HERE for the spice mix: http://moroccanfood.about.com/od/spiceblendsmarinades/r/Merguez-Spice-Mix-Recipe.htm
And the recipe HERE for the harissa paste: http://moroccanfood.about.com/od/spiceblendsmarinades/r/harissa_recipe.htm
And the recipe for the sausage HERE: http://moroccanfood.about.com/od/beeflambandgoatrecipes/r/Merguez-Sausage-Recipe.htm
For the tofu I marinated slices of extra firm tofu in the spice mix with extra olive oil, and a veggie stock cube. I baked it at 400 degrees F. for 30 minutes each side. When cooled, I proceeded as with the sausage.
To form the pastry, first cook the sausages and let them cool. Preheat the oven to 350 degrees F. and grease a baking sheet. Layer phyllo dough brushing each layer with olive oil until you have five sheets. Don't oil the top sheet. Wrap the sausage in it, brush outside with oil, and bake about 40 minutes or until phyllo is golden.