1. Preheat the oven to 350°F.
2. Put the frozen fillo shells on a baking sheet.
3. Once the oven has preheated, bake them for 3-4 minutes. Remove from the oven and let them cool.
4. In a large bowl combine the cream cheese, condensed milk, orange zest, and vanilla.
5. Transfer it to a large ziptop bag. Cut off 1/4 inch from a corner of the bag. (You can instead use a piping bag).
6. Squeeze about 2 teaspoons of filling into each fillo shell.
7. Distribute pomegranate arils over the tops of the filled shells.
8. Serve immediately or refrigerate uncovered for up to 2 hours.

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