01 - In a large mixing bowl, blend together all-purpose flour, instant dry yeast, sugar, and salt. Drizzle in olive oil and mix until incorporated. Gradually pour in warm milk, kneading until a soft and elastic dough forms. Add extra milk if necessary. Cover bowl and let the dough rise in a warm area for 1 hour or until doubled in volume.
02 - In a separate bowl, stir together crumbled feta, shredded mozzarella, parsley, nigella seeds (optional), egg white, and ground black pepper until evenly blended.
03 - Heat oven to 375°F. Line a baking sheet with parchment paper.
04 - Deflate the risen dough and divide into 12 even pieces. Roll each into a ball, then flatten into circles approximately 4 to 5 inches in diameter.
05 - Place a generous tablespoon of cheese filling in the center of each circle. Fold edges over the filling to create a triangular or oval parcel, pinching thoroughly to seal seams.
06 - Place shaped fatayer onto the prepared baking sheet. In a small bowl, combine egg yolk and milk or water, then brush over the surface of each pastry.
07 - Bake for 18 to 22 minutes, until pastries turn golden brown. Allow to cool slightly before serving.