How to cook
Dissolve the yeast in the warm milk with the sugar. After 10-odd minutes, add the oil, 2 eggs, salt and the 3rd egg white. Save the yolk for spreading later.
Sift the flour, make a well and add in the mixture. Knead a smooth and soft dough. Put it in a large bowl with a lid, cover and leave in a warm place to rise until doubled in volume. Combine the crumbled feta cheese and softened butter for the filling. You will get a total of 32 scones and you can form 1 ball of filling for each ahead of time, then arrange them in a baking dish.
Move the risen dough to a greased surface, form it into an oblong sausage, from which you will cut 32 balls. Roll out each ball into an elongated ellipse (a little over 11 3/4″ (30 cm) long). At one end of the ellipse, cut 3-4 lines with a knife, with a length of 1/3 of the ellipse.
At the other end of the ellipse, put the stuffing and roll it up so that the cuts end up at the top of the salty scones. Arrange thus rolled scones in a tray with baking paper with some space between them and let them rise again. Smear the puffed savory scones with a mixture of the egg yolk, oil and milk and if desired, sprinkle with poppy or sesame seeds.
Put them to bake in a preheated to 356°F (180 °C) oven.