Knead the feta cheese and 2 eggs. Oil an oven dish. Take 1 sheet of phyllo pastry, coat it on top with a spoonful of mayonnaise and fold it, spread more mayonnaise on top and fold it again, then smear with the feta cheese and eggs mixture and fold one last time so that you get a triangle.
Arrange the pastry pastries in the oven dish. Whip the remaining 2 eggs with a little water, coat the pastries with it. Bake them in a moderate oven until they get a nice tan.