How to keep blintzes closed
If your blini are unrolling themselves, they may be too thick, and probably therefore need a higher proportion of liquid in the batter.   They should be thin, akin to western European crepes, and easy to roll.

The other possibility is you are trying to make very small blini, which would be more difficult to roll.  Generally, the crepe for each blintz would be about 6-8 inches across at the smallest

You then fold each individual blintz as you might a burrito:  see How do I make the ingredients in a burrito evenly distributed? for a diagram and description of the method.

The initial fry seam side down should then seal them closed.  

See detailed photos of method and sample recipe from Shiksa Chick.