Take one deep bowl and mix up all ingredients, by starting with eggs, milk and yoghurt. Crumble up feta cheese and add it with the rest of the ingredients. Once the mixture is dense and you have whisked it long enough so it started looking as the one we usually use for making pancakes, it is ready for being used.
Take one big baking dish (preferable approximately 30 x 40 x 8cm), oil its bottom and side up using Olive oil. Once you have done that, cover the bottom of the dish with pie sheets (usually not more than four of those are use for this). Using spoon, cover the sheet's layer with the mixture, so that there is no dry spot left. After that take three sheets, crumble them and place vertically. Cover the new layer with mixture, again making sure that no dry spot is left, then place another three wrinkled sheets on top of this, this time horizontally. Repeat the same action until you have no mixture/ sheets left ( vertically-horizontally-vertically and so on). Save one or two sheets and then use them to "close" the pie. At the very end, put some more oil on top of the pie and make holes in it by using fork.
Baking: Preheat the oven to 220C. Put the pie in and bake it for 30min. Last few minutes you can lower the temperature to 200C, depending on your oven's performance. Take the pie out, left it cool down a bit, square pieces.