Knead a soft dough and divide it into 4 balls. Roll them out to sheets 8″ (20 cm) in diameter using a rolling pin. Cut each sheet into 4 parts, sprinkle each with part of the crumbled feta cheese or coarsely grated cheese and roll up scones.
Oil a tray or cover it with baking paper, arrange the scones in it and leave them to rise about half an hour. Beat 1 yolk with a little water and smear the risen scones with this, while placing pieces of butter between them.
Bake at 302°F (150 °C) to a golden color.