Add the flour into a large bowl and mix in the salt, sugar, yeast and pour in the olive oil.
Knead the dough by slowly incorporating the lukewarm water until the dough forms a smooth and elastic bowl. Let it rest for 30 minutes or so.
Divide the dough into equal size balls (around 4-6). Roll them into circles of 4-6 inches in diameter as thinly as possible, but enough so that it does not tear.
Spread feta cheese on one disc, and place the other on top of this. Seal the edges. One can make some designs using fork.
Heat a pan and shallow fry it on both the sides until golden brown. You can use some oil for shallow frying.
Serve it while still warm.