Preheat oven to 350 degrees F (175 degrees C). Grease a baking sheet.
Mix cream cheese, mozzarella cheese, feta cheese, garlic, and milk together in a bowl; add onion and cilantro. Stir to combine.
Cut one sheet of spring roll wrapper into 3 rectangles, each about 4x12 inches. Lightly brush with melted butter. Place a heaping teaspoon of filling on the 4-inch end of the rectangle. Fold the end over the filling; pick up a corner and fold diagonally, making a triangle. Continue to fold diagonally, making a triangular packet, so the the filling doesn't come out the ends. Dab a little water on the end of the strip and seal the sambusa closed. Repeat with remaining filling and spring roll wrappers. Place on prepared baking sheet.
Bake in the preheated oven until crisp and golden, about 25 minutes.
Traditionally, sambusa is deep-fried. Instead of baking, you can alternatively cook in hot oil, several at a time, until golden and bubbly. Remove and drain on a paper towel.