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

Combine the other 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 eggs. Don't mix until you've added in the prepared yeast.

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

Knead the dough. Then, attach the dough hook to your stand mixer and finish kneading 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 you also don't want it to be dry.

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 prepared dough to the oiled bowl, and fold the dough into a ball. Add a little more flour to the bowl and a sprinkle of flour 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.

Divide and shape the dough. Turn the dough over to a flour-dusted work area and fold it on all sides; then, cut it in half. Cut each half in 3 parts so you have a total of 6 pieces. Fold all the pieces into small balls. Keep them covered.

Roll out the dough. Take a ball of dough and lightly punch it down to spread and then roll it out into a round circle the size of about a medium pizza. Make sure to flour your work area often so the dough does not stick.

Slice. 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 ½ to 1 tablespoon of the ricotta/feta cheese mixture to each slice. Place the filling at the top of the slice, right in the center. Keep the filling modest—if you overfill, it’ll likely 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, and continue to roll. Repeat with the rest of the dough.

Bake. Transfer the rolls to baking sheets and place a pat of butter on top of each roll. Bake for 5 minutes at 400°F. Meanwhile, combine the eggs and water in a small bowl and beat to combine. Remove the kifli from the oven and 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 kifli are out of the oven, you can top them with a small pat of butter (totally optional, but so good!). Transfer them to a wire rack to cool slightly. They're best enjoyed fresh, but they also store well for days.