Pour the yeast into a bowl for kneading. Add the milk and water. Stir until the yeast dissolves. Then add the oil, sugar, salt and egg whites. Stir again.
Add the flour gradually, a little at a time. Knead a soft and nonstick dough. Cover with aluminum foil and a towel and leave it at room temperature to rise for about 1 - 1 1/2 hours.
In a separate bowl, mix together the crumbled feta cheese and grated cheese. Tear balls the size of a mandarin from the risen dough, press them in the middle to make an indentation, put 1 tbsp of the filling in each and round them off.
Arrange them in a lightly oiled oven dish, smear with the beaten yolks with oil, sprinkle with sesame seeds and leave them to rise for another 30 min. Bake in a 338°F (170 °C) oven for 30 min.