01 - Combine all-purpose flour, instant dry yeast, granulated sugar, and salt in a large bowl. Add olive oil and mix until incorporated. Gradually pour in warm milk, kneading throughout, until the mixture forms a soft, elastic dough. Add more milk as needed for consistency. Cover bowl and let dough rise in a warm environment for about 60 minutes, until volume is doubled.
02 - In a separate bowl, combine crumbled feta cheese, shredded mozzarella, finely chopped parsley, nigella seeds if desired, egg white, and black pepper. Stir the mixture well to evenly distribute ingredients.
03 - Set oven temperature to 375°F. Line a baking sheet with parchment paper to prevent sticking.
04 - Deflate dough and divide it into 12 equal portions. Roll each segment into a ball, then flatten into a round, approximately 4 to 5 inches in diameter. Spoon a generous tablespoon of cheese filling into the center. Fold edges over the filling to enclose, shaping into triangle or oval forms and tightly pinching seams to seal.
05 - Place formed pastries seam-side down on the lined baking sheet. Whisk egg yolk with milk or water and brush over tops of each dumpling.
06 - Bake in preheated oven for 18 to 22 minutes, until surfaces turn golden brown. Remove from oven and let cool slightly on the baking sheet before serving.