Activate the yeast: In a bowl, stir together yeast, sugar, and warm water. Set it in a warm place to activate until it gets thick and foamy, about 15 to 20 minutes.

Combine the other dough ingredients: In the meantime, add flour to your mixer's bowl. Make a well in the middle and add warm milk, vegetable oil, salt, and 3 whole eggs. Do not mix until you've added the prepared yeast.

Mix in the yeast mixture: Pour the activated yeast mixture into the flour mixture. Using a large spoon, mix it all together to combine.

Knead the dough: Attach the dough hook to your stand mixer and knead for about 2 to 3 minutes, or until the dough starts to separate from the bowl. If the dough is too dry, add a tablespoon of milk; if it's too wet, add more flour, 1 tablespoon at a time. The dough shouldn't be too sticky, but not too dry either.

Shape the dough into a ball: Spray a large mixing bowl with cooking spray and sprinkle it with a bit of flour to prevent sticking. Transfer the dough to the oiled bowl and form it into a ball. Add a little more flour to the bowl and a sprinkle on top of the dough ball.

Rise: Cover with plastic wrap and let rise for 30 minutes. It's best (and faster) to let the dough rise in a warmer spot.

Make the filling: Combine the feta cheese and ricotta cheese in a bowl; set aside for later.

Preheat the oven to 400°F (200°C).

Divide and shape the dough: Turn the dough onto a lightly floured work area and fold it on all sides. Cut it in half, then cut each half into 3 parts for a total of 6 pieces. Fold all the pieces into small balls and keep them covered.

Roll out the dough: Take a ball of dough and lightly punch it down to spread. Roll it out into a round circle about the size of a medium pizza. Flour your work area often to prevent sticking.

Slice the dough: Cut the dough into 8 to 12 slices, depending on the dough’s diameter or how big you want your rolls.

Fill the rolls: Add 0.5 to 1 tablespoon of the cheese mixture to each slice. Place the filling at the top of the slice, in the center. Avoid overfilling, as it may ooze out while baking.

Roll them up: Pull the sides of the widest part at the top and tuck them inward, right over the filling, then continue to roll. Repeat with the rest of the dough.

Bake: Transfer the rolls to baking sheets. Place a pat of butter on top of each roll. Bake for 5 minutes at 400°F (200°C). Meanwhile, combine the beaten eggs and water in a small bowl. Remove the rolls from the oven, brush with the egg glaze, sprinkle with sesame seeds, and continue to bake for 11 to 13 more minutes, or until golden.

Finish and serve: Once the rolls are out of the oven, you can top them with another small pat of butter (optional, but recommended!). Transfer them to a wire rack to cool slightly. They are best enjoyed fresh, but store well for a few days.