Sift the flour in a bowl. Add the dry yeast and sugar and knead. Make a well in the middle, break the eggs in it, excluding 1 yolk. Pour in the slightly warmed milk, along with the yoghurt and oil. Knead a dough, transfer it to a floured counter, add the salt and knead for at least 10 min., adding more flour if needed.
Once the dough becomes stretchy, soft and nonstick, divide it up into 6 balls.
Next, dip your hands in the melted lard and stretch out the first ball of dough with your fingers to obtain a thin, semi-transparent sheet (if it rips somewhere, don't worry). Sprinkle more lard and crumbled feta cheese over it. Do this for all of the balls of dough, stack them on top of each other.
Wrap this into a roll and cut it into triangles, arrange them in a buttered tray with space between them because they're going to puff up and fill up any gaps. Cover with a towel and leave to rise for 2 hours in a warm area.
Smear it with the set aside yolk that you've beaten with a little milk and put in a 347°F (175 °C) oven for about 30 min. or until it gains a golden crisp and doesn't stick on the inside. Do not open the oven at all during the first 25 min!
Serve warm or cool. Bon appetit!