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1. In a large bowl dissolve yeast in the warm milk. Add sugar and 1 cup of flour. Stir well, cover with a cloth and set aside for 30 minutes or until it has doubled in size.
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2. Mix in warm (not hot) melted butter, salt, 2 eggs and remaining flour one cup at a time.
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3. Knead in the bowl for 5 minutes until the dough is slightly sticky and elastic.
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4. Cover with a cloth and set aside to rise for about 1 hour or until it has doubled in size.
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5. In the meantime prepare the filling. Using a blender, process the olives, sun-dried tomato paste and olive oil until a spreadable mixture is achieved. Set aside.
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6. Once the dough has risen, move it to a well floured surface and roll it out into a rectangle (approximate size 50cm x 32cm). Preheat oven to 170 C.
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7. Spread the filling over the surface of the dough. Crumble feta cheese on top.
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8. Starting from the long edge carefully roll the dough until it is one big roll.
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9. Cut the roll in 12 even pieces and place on a baking tray lined with baking paper.
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10. Generously brush rolls with the remaining slightly beaten egg and set aside to rise for another 20 minutes.
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11. Bake at 170 C for 20-25 minutes or until golden.