Cut the onion into slices and saute it in salted water until soft. Drain and mix it with the crumbled feta cheese, beaten eggs and black pepper.
Sprinkle the phyllo pastry with oil, stick them together two by two, put stuffing on them and roll them up. In a tray, arrange the rolled sheets into a snail shell.
Bake the onion pie in a moderate oven for about 30 minutes. Serve warm with yoghurt.