From the products listed, knead a medium-soft dough. Leave it to rise until doubled in volume. Divide the dough into 3 parts.
Roll out each into a circle. Smear the 1st with a mixture of oil and butter. Cover with the 2nd circle, smear again and finish off with the 3rd. Cut the resulting sheet into 16 triangles.
Take 1 triangle, put a chunk of feta cheese in the wide part and roll it up into a croissant. Repeat this process for the other triangles. Arrange them in a tray and leave to rise.
Smear them with the beaten egg and milk. Bake at 392°F (200 °C) for 35 min.