Turn dough out onto a floured surface. Shape into a loose rectangle and cut into 10 equal pieces. Roll each piece into a ball.
Work with one ball of dough at a time, keeping the remaining dough loosely covered with a tea towel, plastic wrap, or aluminum foil.
Slightly flatten the dough with your palms and then using a rolling pin, roll out into a thin oval.
Sprinkle or spread the crumbled feta cheese over the rolled out dough. You want the dough to be evenly spread out. But you do not need to spread the dough over every square inch of the dough.
Starting from the side nearest you, begin to roll the dough onto itself to form a rope.
Now, coil the rope of dough into a circle and tuck the loose end under the bun. Place on a parchment lined baking sheet and loosely cover with a tea towel, plastic wrap, or aluminum foil.
Repeat with the remaining 9 pieces of dough. And set aside to rest 30 minutes.
Preheat oven to 350°F.
Mix two egg yolks with either 1 tbsp milk or 1 tbsp yogurt. Brush/dab the egg wash onto the buns and sprinkle the tops with sesame seeds.
Bake for 40 minutes, turning trays half way through.