Preheat oven to 220°C. Line 2 baking trays with baking paper.
For the filling, crumble the feta well with a fork. Finely chop the dill and parsley and cut basil leaves into strips. Stir herbs throughout the cheese; season with pepper to taste.
Roll out the pastry thinly on a lightly floured surface and cut it into 12×12cm squares. Place a teaspoon of cheese mixture in the centre of each square. Beat the egg yolk and milk to make an egg wash.
Brush the edges of the squares with a little egg wash and fold the squares into triangles. Press the edges together to seal and decorate with the prongs of a fork.
Place the pastries on the baking trays and brush them with the remaining egg wash; chill for about 20 minutes.
Bake for 15–20 minutes until golden brown. Serve hot or warm.