01 - Combine all-purpose flour, instant dry yeast, sugar, and salt in a large mixing bowl. Stir in olive oil, then gradually incorporate warm milk while kneading by hand or with a mixer until a supple, elastic dough forms. Adjust with additional milk if necessary. Cover and allow to rise in a warm environment for 60 minutes until dough volume doubles.
02 - In a separate mixing bowl, combine crumbled feta cheese, shredded mozzarella, freshly chopped parsley, nigella seeds if using, egg white, and season generously with black pepper. Stir until evenly incorporated.
03 - Preheat oven to 375°F (190°C). Line a baking sheet with parchment paper for easy removal.
04 - Punch down risen dough and divide into 12 equal portions. Roll each portion into a ball, then flatten each to a 4 to 5-inch circle using a rolling pin. Place a heaping tablespoon of cheese filling in the center of each round.
05 - Fold dough edges over the filling, shaping each piece into a triangle or oval. Pinch edges thoroughly to ensure a secure seal and prevent filling leakage.
06 - Position prepared fatayer on the lined baking sheet. Whisk egg yolk with milk or water, then brush the tops generously using a pastry brush.
07 - Bake in the preheated oven for 18 to 22 minutes until pastry achieves a rich golden-brown hue. Allow to cool slightly before serving.