In a mixing bowl, whisk together the flour, salt, and sugar. In another small bowl, combine the warm water with the instant yeast and let it sit for about 5 minutes until it bubbles up.

Pour the yeast mixture and olive oil into the flour mixture. Mix until a cohesive dough forms, then knead on a floured surface for 5-7 minutes until it feels elastic and smooth.

Transfer the dough to a lightly greased bowl, cover it with a damp cloth, and allow it to rise in a warm area for about an hour, or until it has doubled in size.

While the dough is rising, prepare the filling by combining the feta, mozzarella, parsley, and black pepper in a bowl, mixing well.

Preheat your oven to 375°F.

Once the dough has risen, gently deflate it and divide it into 8 equal portions. Roll each portion into a circle that is about 6 inches wide.

Spoon a generous amount of the cheese mixture into the center of each circle. Fold the dough over to form a triangle and press the edges firmly to seal.

Arrange the filled pockets on a baking sheet lined with parchment paper. Brush the tops with the beaten egg for a golden finish.

Bake for 20-25 minutes in the preheated oven until they are beautifully golden brown.

Let them cool for a few minutes before serving warm.