In a bowl, mix together the warm milk, sugar and yeast, stir until they dissolve. Cover the mixture with a towel and leave it in a warm area.
In the container you intend to knead, sift the flour and add the salt, beaten eggs + 1 egg white and oil.
Add the effervescent yeast and knead a soft, nonstick dough. Cover the dough with a towel and leave it in a warm area to double in volume.
In the meantime, make the filling by mixing the crumbled feta cheese with the egg and stirring well.
Separately, melt the butter and lay out an oven dish with baking paper.
Divide the dough into 4 equal parts. Roll each one out with a rolling pin into rectangular sheets 9 3/4″ (25 cm) x 11 3/4″ (30 cm).
Arrange the sheets one atop the other, smearing generously with butter between them. Don't smear the final sheet on top.
Roll out the stacked sheets into 1 larger sheet - 15 3/4″ (40 cm) x 17 3/4″ (45 cm).
Cut the resulting layered sheet into 1 1/4″ (3 cm) wide strips, twist each of them and arrange in an oven dish with some distance in between them.
Smear the phyllo pastry with the beaten together yolk + 1 tbsp milk and put it in a preheated 356°F (180 °C) oven. Bake until golden.