Start by whisking together the olive oil, milk, 1 egg, yogurt, salt, and pepper until thoroughly combined, then set aside. Next, heat up the olive oil in a pan and cook the chopped onion until fragrant, about 3-5 minutes, before adding in the spinach and salt and pepper. Cover and cook on medium heat until the spinach wilts, about 5 more minutes. Then turn off the heat and allow to sit, covered, for an additional 15 minutes.
Next, strain the spinach mixture to remove all the juices before gently folding in the feta cheese. Then line a baking sheet with parchment paper and give it a gentle spray with cooking oil. Now it's time to put together your dish! Begin by layering 2 sheets of phyllo dough and brushing it with 3 tablespoons of the milk mixture. Repeat one more time before placing one sheet of phyllo on top and spreading the spinach-feta filling evenly over the top. Make sure to leave about a ½" border around the outside.
Continue this process twice more, minus the feta-spinach filling. Place the last sheet on top and brush with the last of the milk mixture. Cover the whole thing and allow to rest in the fridge for at least 2 hours or overnight.
When you're ready to bake, heat your oven to 350°F. Slice the borek in your preferred pattern, then brush with 2 egg yolks and sprinkle with sesame seeds. Bake until golden brown, about 30-35 minutes. Serve and enjoy!