Heat the milk and dissolve the yeast. Sift the flour. Add the milk with the yeast, powdered sugar, salt, oil and eggs. Knead a soft dough. If needed, add more milk. Leave covered with a towel in a warm area to rise.
Mix the feta cheese, eggs, cottage cheese and finely chopped parsley. Stir until homogeneous.
Divide the ready dough into 6-7 balls. Dip each ball in oil and stretch it out.
Put some of the filling in the middle, wrap into a roll and tie into a knot.
Arrange the knots in a suitable dry tray with an oiled bottom. Pour the remaining oil on top, put filling in the spaces in between.
Smear with beaten yolk, sprinkle finely chopped parsley and leave to rise again.
Bake in a preheated moderate oven until ready.
Sprinkle the ready loaf with cold water and leave it wrapped until it softens.