01 - In a large mixing bowl, combine the all-purpose flour, instant dry yeast, sugar, and salt. Incorporate the olive oil and gradually add the warm milk, mixing until a soft, elastic dough forms. Add extra milk, one tablespoon at a time, if needed. Knead for several minutes, then cover and allow the dough to rise in a warm environment for approximately 60 minutes until doubled in volume.
02 - In a separate bowl, combine the crumbled feta, shredded mozzarella, chopped parsley, nigella seeds if using, egg white, and a dash of freshly ground black pepper. Blend thoroughly until the mixture is uniform.
03 - Preheat oven to 375°F (190°C). Line a baking sheet with parchment paper.
04 - Punch down the risen dough and divide it evenly into 12 pieces. Roll each portion into a ball, then flatten each ball with a rolling pin into a round measuring approximately 4 to 5 inches in diameter.
05 - Place a generous tablespoon of cheese mixture in the center of each circle. Fold dough edges over the filling, shaping into a triangle or oval and firmly pinching seams to fully enclose.
06 - Arrange the filled pastries on the prepared baking sheet. Whisk together the egg yolk and milk or water, then brush the surface of each pastry with the glaze.
07 - Bake in the preheated oven for 18 to 22 minutes, or until golden brown and fragrant. Remove from oven and allow to cool slightly before serving.