01 - Combine flour, yeast, sugar, and salt in a large mixing bowl. Incorporate olive oil, then gradually add warm milk while kneading to form a soft, elastic dough. Add extra milk a tablespoon at a time if necessary. Cover and let the dough rise in a warm spot for 60 minutes until doubled in volume.
02 - In a separate bowl, mix together crumbled feta, shredded mozzarella, finely chopped parsley, nigella or black sesame seeds if using, egg white, and freshly ground black pepper. Combine thoroughly.
03 - Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper.
04 - Deflate the risen dough and divide into 12 equal portions. Roll each into a ball, then flatten into rounds approximately 4 to 5 inches in diameter.
05 - Place a generous tablespoon of cheese filling in each dough round’s center. Fold the edges over the filling to create a triangle or oval shape, pinching seams firmly to seal.
06 - Arrange shaped pastries on the prepared baking sheet. Whisk together egg yolk and milk or water, then brush this mixture over the tops.
07 - Bake in preheated oven for 18 to 22 minutes, or until golden brown. Let cool slightly before serving.