For the dough, combine flour, sugar, salt, and yeast in a bowl. Add water, milk, and oil, and knead into a soft dough. Cover and let it proof for 1 hour.
For the cheese filling, mix feta cheese, grated cheese, and parsley.
For the ground beef filling, sauté the beef with onion in vegetable oil, add the spices, and let it cool.
Divide the proofed dough into 6 equal portions. Roll each into a thin rectangle, spread the filling, and roll into a log shape.
Place the rolls on a baking tray lined with parchment paper, brush with egg yolk, and bake in a preheated oven at 180°C (350°F) for 20-25 minutes until golden brown.
Serve warm.