Dissolve the yeast in the cool milk. Add the salt, sugar and 1 tablespoon of flour. Allow the yeast to rise.
To the sifted flour add the eggs (set one yolk aside for brushing), the yeast mixture, the oil and knead a soft dough.
Beat the eggs with the feta cheese and make the stuffing. Divide the dough into 4 balls. Roll out the dough, brush it with melted lard and put a spoonful of stuffing on. Wrap it into a long roll and cut it into pieces.
Turn the pieces so that they look like snail shells and put them in a greased hot tray. Brush them with beaten egg yolk. Sprinkle with a little melted lard.
Leave the dough to rise and put it to bake in a slightly warmed oven, while gradually increasing the temperature. Bake until ready.