01 - In a large mixing bowl, combine the flour, instant yeast, sugar, and salt. Add olive oil and stir. Gradually incorporate the warm milk, kneading by hand or with a stand mixer until the dough is soft and elastic. If necessary, add extra milk a little at a time until the dough comes together. Cover the bowl and allow the dough to rise in a warm place for approximately 60 minutes or until doubled in volume.
02 - In a separate bowl, gently mix together crumbled feta, shredded mozzarella, finely chopped parsley, nigella seeds if using, egg white, and a few grinds of black pepper, ensuring the mixture is uniform.
03 - Set the oven to 375°F (190°C). Line a baking sheet with parchment paper and set aside.
04 - Deflate the risen dough and portion it into 12 even pieces. Shape each piece into a smooth ball, then use a rolling pin to flatten each into a circle approximately 4 to 5 inches in diameter.
05 - Place a heaping tablespoon of cheese filling in the center of each dough round. Fold the dough over the filling, forming either a triangle or oval shape, and firmly pinch the seams to seal.
06 - Arrange assembled fatayer on the prepared baking sheet. Whisk egg yolk with milk or water, then brush the tops of each pastry with the mixture for a glossy finish.
07 - Transfer the tray to the preheated oven and bake for 18 to 22 minutes until the pastries are golden brown. Let cool slightly before serving for best texture and flavor.