Pastry: Beat the butter with an electric mixer until light and creamy; about 2 to 3 minutes.
Add the yoghurt and salt then beat a further minute. Add two-thirds of the flour. Mix by hand until well combined.
Slowly add the remaining flour a few tablespoons at a time until the dough is soft but no longer sticks to your hand. Allow to rest for 30 minutes.
Filling: Combine the feta, egg, salt and pepper then stir well to combine.
Method 1 - Rustic: Take a small piece of pastry and use your hands to roll into a small ball about the size of a walnut. Flatten the ball with your palm and use your fingers to press the dough into a small circle about 7cm in diameter.
Fill each with a teaspoon of filling and fold over to make a half-circle. Place on a baking paper lined baking tray and press your finger around the edges to seal.
Method 2 - Professional Looking': Roll out the pastry with a rolling pin on a lightly floured surface until approximately 3mm thick.
Cut into 7cm rounds using a cutter or a glass. Fill each with a teaspoon of filling then lightly brush the edges with whisked egg and fold over to make a half-circle. Place on a lined baking tray and press a fork around the edges to seal.
Cooking: Preheat the oven to 200 degrees C.
Brush the tops with whisked egg. Bake in the preheated oven for 10 to 15 minutes or until golden. Serve warm or at room temperature.