Dilute the yeast in the milk, add a few spoons of the flour, the sugar and stir until it becomes a sludge. Leave it to become effervescent.
Beat the mixture with the eggs, olive oil and salt. Knead a soft dough. Cover it to rise for 30 min.
Roll out the dough into a rectangle and smear it with olive oil. Crumble the feta and sprinkle it generously over the dough.
Wrap it into a roll, then cut it into triangles and arrange in an oiled tray.
Smear with an egg yolk for a nice shine. Bake in a preheated 392°F (200 °C) oven.