01 - Dissolve sugar in warm milk in a small bowl. Sprinkle yeast over the top and let stand for 5–10 minutes until foamy.
02 - Combine flour and salt in a large bowl. Add melted butter, 1 egg, and the yeast mixture. Mix until a dough forms.
03 - Knead the dough on a lightly floured surface for 7–8 minutes until smooth and elastic. Place in a greased bowl, cover, and let rise in a warm place for 1 hour until doubled in size.
04 - Combine chopped hard-boiled eggs, mozzarella, feta, dill, green onions, black pepper, and salt in a medium bowl. Mix until evenly combined.
05 - Preheat oven to 375°F. Line a baking sheet with parchment paper.
06 - Punch down the risen dough and divide it into 12 equal balls.
07 - Roll each ball into a 4-inch circle. Place 2 tablespoons of filling in the center. Fold the dough over the filling to form a half-moon or oval shape. Pinch the edges tightly to seal.
08 - Place piroshki seam side down on the prepared baking sheet. Brush each with beaten egg. Bake for 20–25 minutes until golden brown. Serve warm or at room temperature.