01 - In a large bowl, combine all-purpose flour, instant dry yeast, sugar, and salt. Add olive oil, mixing to distribute evenly. Gradually incorporate warm milk while kneading until a soft, elastic dough forms. Add additional milk as required. 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 crumbled feta cheese, shredded mozzarella, fresh parsley, nigella seeds if using, egg white, and freshly ground black pepper. Mix thoroughly until homogeneous.
03 - Preheat oven to 375 degrees Fahrenheit. Line a baking sheet with parchment paper to prevent sticking.
04 - Deflate the proofed dough. Divide evenly into 12 portions. Roll each piece 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 dough circle. Fold edges over the filling to achieve a sealed triangle or oval shape, ensuring seams are pinched closed.
06 - Place shaped fatayer on the prepared baking sheet. Whisk together egg yolk and milk or water, then gently brush the tops of each piece with the mixture.
07 - Bake in the preheated oven for 18 to 22 minutes until the pastries are golden brown. Allow to cool slightly before serving.