Start with the mixture for the sheets. Add the sugar and yeast to the heated milk and stir. Add the eggs that you've beaten with a fork, then the oil and sifted flour, beat with a mixer until you get a smooth and thick pancake batter, leave aside.
For the filling, mix the crumbled feta cheese and the 2 eggs, beaten with fork, stir carefully.
Start putting together the phyllo pastry: take 1 of the sheets, smear it with the mixture using a brush, place a 2nd sheet on top and smear with the mixture again.
Place a 3rd sheet, smear it with mixture, sprinkle filling, fold the edges inward slightly so it doesn't leak out and wrap into a roll.
Smear a rectangular tray with oil and place the roll in it. Repeat this for all of the sheets. Smear the prepared phyllo pastry with mixture on top and put the tray in a preheated 428°F (220 °C) oven to bake to a golden color for about 35 min.
Take the tray out and sprinkle it lightly with water with your fingers. Wrap it with a clean towel and smother for 10 min., cut into pieces and serve warm.