Combine feta cheese, hot sauce, and one egg in a medium bowl; whisk until thoroughly combined.

Mix flour and sour cream in a bowl; knead until a soft dough forms, adding flour or sour cream as needed.

Turn the dough onto a floured surface and roll out to 1/4 inch thickness.

Cut the dough into 3-inch circles using a cookie cutter or glass.

Place a spoonful of filling in the center of each circle, fold in half, and seal the edges with a fork.

Heat vegetable oil in a large skillet over 350°F.

Fry the pierogies in hot oil for 2 minutes per side until golden brown.

Remove from oil and drain on paper towels.

Serve warm with sour cream or your favorite toppings.