Preheat your oven to 180°C (350°F). Prepare a large baking sheet by greasing it lightly or lining it with parchment paper for easier clean up. This will prevent the börek from sticking and ensure an even bake.
In a medium bowl, combine the crumbled feta cheese and finely chopped parsley. Season with a pinch of black pepper. If the feta is not too salty, add a pinch of salt, but be cautious as feta can be quite salty. Mix well until the filling is evenly combined.
In a separate bowl, whisk together the melted butter, milk, and egg. This mixture will act as a coating for the yufka sheets, helping to keep them moist and impart a golden finish during baking.
Lay one sheet of yufka on a clean work surface. Lightly brush the top with the butter-milk mixture. Place another sheet of yufka on top and brush again. Repeat this process with two more layers, so you have four layers brushed and stacked.
Spread half of the feta and parsley filling evenly across the surface of the layered yufka. Roll the sheets gently but firmly into a log shape, ensuring the filling remains in place. Place this roll seam-side down on the prepared baking sheet.
Repeat steps 4 and 5 with the remaining yufka sheets and filling to make a second roll. Arrange both rolls on the baking sheet, ensuring there’s a small gap between them.
Brush the tops of the rolls generously with the remaining butter-milk mixture. Sprinkle sesame or nigella seeds on top for an added crunch and traditional Turkish flavour. The seeds also give a lovely appearance once baked.
Bake in the preheated oven for 25-30 minutes, or until the rolls are golden brown and crisp. Remove from the oven and let cool for a few minutes. Slice into portions and serve warm. Börek pairs wonderfully with a side of fresh salad or a cup of Turkish tea for an authentic experience.