Put the sugar in the cool water and crumble in the yeast. Add 1 tbsp flour, cover with a plate and wait for it to activate.
Sift the flour and make a well. Pour in the oil, water with the yeast, salt and 2 eggs + 1 egg white. Dilute the egg yolk with the milk, set aside for smearing the snacks later.
Start kneading, while gradually adding in flour. Put the ready dough in an oiled bowl, cover and leave to double in volume. To make it easier, divide the ready dough into 2 and roll out 2 rectangles.
Cut them into wide, long strips. Sprinkle crumbled feta cheese and a little grated cheese at one end of each.
Cover with the part that doesn't have filling, twist and wrap up into a spiral shape. Arrange the snacks in a tray laid out with baking paper, while leaving some space in between them. Smear with the egg yolk and sprinkle with sesame seeds.
Cover and leave to rise again. Bake in a preheated 392°F (200 °C) oven for about 15 min.