Chop the parsley and mix with the sheep cheese, roughly 4-5 tablespoons of yogurt, and pepper in a bowl.
Coat a sheet of yufka dough lightly with yogurt. Spread a walnut-sized amount of cheese mixture on the wide side, fold the sides toward the middle, and roll toward the tip. Place on a baking sheet. Repeat with remaining dough sheets.
Mix the remaining yogurt with the egg yolk. Brush over each Börek.
Bake at 220°C (428°F) for 20-30 minutes until golden brown.
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