Roll out one sheet of puff pastry on the work surface and brush it well with olive oil. Fold it in half to create a more stable base.

Place 2 tbsp of feta cheese and 2 tbsp of yellow cheese in the center of the pastry sheet. Fold the edges of the pastry inward, forming a nest that will hold the egg.

Transfer the nest to a baking tray lined with parchment paper, brush it with a little olive oil, and crack an egg in the center. Sprinkle with sesame seeds and repeat for the remaining pastry sheets.
Bake in a preheated oven at 170°C for about 25 minutes, until the pastry is golden brown and the egg white sets.

Once out of the oven, sprinkle the nests with a little oregano and red pepper for extra aroma and flavor.