Phyllo dough has almost no fat, so when baked, the texture is more delicate and dense than puff pastry but still shatteringly flaky. In this recipe, melted butter is brushed between the sheets of phyllo dough to add flavor and create a layered effect. Puff pastry puffs up in the oven while phyllo dough crisps when baked. They are usually side by side in the freezer section at the store, so make sure you grab the correct dough.