01 - Combine all-purpose flour, instant dry yeast, sugar, and salt in a large mixing bowl. Add olive oil and integrate. Gradually incorporate warm milk, kneading to form a soft, elastic dough. Add extra milk if necessary. Cover and allow dough to rise in a warm environment for approximately 60 minutes, or until doubled in volume.
02 - In a separate bowl, blend crumbled feta cheese, shredded mozzarella, finely chopped parsley, nigella seeds if using, egg white, and freshly ground black pepper until evenly combined.
03 - Preheat oven to 375 degrees Fahrenheit. Line a baking sheet with parchment paper.
04 - Punch down the risen dough and divide into 12 equal portions. Roll each portion into a ball, then flatten each to form a 4 to 5 inch round.
05 - Place a generous tablespoon of cheese filling at the center of each dough round. Fold the dough edges over filling to create a triangle or oval shape, pinching seams firmly to ensure complete closure.
06 - Arrange filled fatayer on the prepared baking sheet. Whisk egg yolk with milk or water, then brush tops thoroughly.
07 - Bake for 18 to 22 minutes, or until deep golden brown. Allow to cool briefly before transferring to serving platter.