Let the yogurt sit out to reach room temperature. Dissolve the yeast and sugar in a little warm water and let it rise, covered. Sift the flour into a large bowl and make a well in the center.

Add the yeast mixture, yogurt, salt, and olive oil.

Knead the dough, then cover and let it rise in a warm place.

Let it double in size.

Divide the dough into 4 balls. Flatten each ball by hand into a thick, round disk.

Divide the crumbled feta evenly among the 4 disks.

Fold each disk in half to enclose the filling, pressing the edges well to seal.

Place the pies on a greased baking sheet, spaced apart, and let them rest for about 20 minutes. Brush with the beaten egg yolk and bake in a preheated moderate oven until golden brown.