01 - Combine flour, instant yeast, sugar, and salt in a large mixing bowl. Add olive oil and mix to incorporate. Gradually pour in the warm milk, kneading until a soft, elastic dough forms. Additional milk can be added as needed for consistency. Cover the bowl and set aside to rise in a warm area for 1 hour, until doubled in volume.
02 - In a separate bowl, combine crumbled feta, shredded mozzarella, finely chopped parsley, nigella seeds if using, egg white, and a pinch of freshly ground black pepper. Mix thoroughly to distribute ingredients evenly.
03 - Preheat oven to 375°F. Line a baking sheet with parchment paper.
04 - Deflate the risen dough and divide into 12 equal parts. Roll each piece into a ball, then flatten into a circle about 4 to 5 inches wide.
05 - Place a generous tablespoon of cheese filling at the center of each dough circle. Fold edges over the filling to form a triangle or oval, pinching seams securely to seal.
06 - Transfer shaped fatayer to the prepared baking sheet. Whisk egg yolk with milk or water and brush the mixture over the tops.
07 - Bake for 18 to 22 minutes until pastry is golden brown. Remove from oven and allow to cool briefly before serving.