First prepare the filling: Beat the feta cheese with the 2 eggs.
Separately, beat the other egg with the yoghurt and oil for the smearing mixture.
Place a phyllo pastry sheet onto baking paper, smear a thin layer of oil over it and wrap it loosely around a thin rolling pin, while leaving 1 1/2" (4 cm) of the end of the sheet unrolled.
Ruffle up the sheet from one end of the rolling pin toward the other. Take the rolling pin carefully out of the ruffled sheet and form it into a circle, using the unrolled part of the sheet as its base.
Press to form the phyllo pastries into nest shapes and arrange them in a tray covered with baking paper.
With a brush, carefully smear each phyllo pastry with the mixture on top. Distribute the filling in the middle of each nest and sprinkle flax on top.
Bake in a preheated 356°F (180 °C) oven to a nice crisp.