Leave them covered for 15 min. Then take a ball, stretch it out to a small sheet. Smear it lightly with oil, put about 1 tsp feta cheese in the middle.
Close the sheet tightly and use your palms to form it into a ball. Place thus formed balls in an oven dish laid out with baking paper, with plenty of space in between them.
Leave them covered for 15 min. in a warm area, then smear with a beaten egg yolk.
Put them in a cold oven, turn it up to 338°F (170 °C) with the fan on. They'll be ready after 25-30 min., when they catch a nice tan. Serve warm with ayran!