Grease a baking dish (Pyrex) with olive oil and place one sheet of filo pastry at the bottom.

In a bowl, mix together the yogurt, milk, olive oil, pepper, and nutmeg. Crumble the feta cheese and add it to the mixture, stirring well.

Dip 4-5 sheets of filo pastry into the mixture, allowing them to absorb the liquid, then layer them over the first sheet in the baking dish. Pour the remaining mixture evenly over the top.

Cover the pie with another sheet of filo pastry, folding any excess edges inside. Brush the surface with a little olive oil.

In a small bowl, whisk the egg with a little milk and pour it over the pie. Use a fork to prick the surface so the mixture can soak into the layers. Sprinkle with sesame seeds.

Bake in a preheated oven at 180°C (350°F) for 20-30 minutes, until golden brown.

Once removed from the oven, sprinkle with a little oregano. Cut into pieces and serve warm.

Enjoy your meal!