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Heat the oven to 200C/180C fan/gas 6. Prepare the filling first. Mash the feta in a bowl with the back of a fork. Add the chilli, spring onions, herbs and olive oil, then mix everything well using the fork.
For the sauce, whisk the beaten egg with the olive oil and milk in a small bowl until fully combined.
Lay the filo sheets on a clean work surface and cover with a clean, damp cloth to ensure they don’t dry out as you work. Brush the base of a shallow 20cm round ovenproof dish with some olive oil.
Layer six sheets of filo in the bottom of the dish, overlapping them by about 45 degrees and fanning them out, also ensuring that half of each sheet covers the base while the other half overhangs the dish. Between each addition, liberally brush the sheets with the sauce. The entire base should be covered with the filo, and the filo generously basted in the sauce.
Tip in all the filling, then fold the overhanging filo over the filling to enclose it, brushing the sheets with more sauce as you do. Cover the top with a final sheet of filo, but don’t brush this with the sauce.
Whisk the egg yolks with the 1 tbsp olive oil and brush this on top of the borek. Sprinkle with the sesame and nigella seeds and bake for 30 mins until golden brown.