1. Preheat oven to 350°F. 2. Stir with a wooden spoon flour, oil, water and salt in a bowl. 3. Mix all together to form a soft dough. 4. Place the dough in a sheet (flat) and start kneading with your hands for about 10 minutes until the dough is ready. 5. Cover with a dry towel and let stand for 15 minutes. 6. Cut the dough and form a ball about the size of an orange. 7. With a rolling pin, flatten the dough to the size of a circle 3 inches in diameter. 8. Continue until all the dough is used and in circles. 9. Mix in a bowl the beaten egg, feta cheese and cream cheese. 10. Place a teaspoon of the filling in the middle of each circle. 11. Fold each to form a half moon. 12. Press closed the edges. 13. Place a glass, 3 inches in diameter, on the top of each borreka and take off the excess dough. 14. Pinch the edges firmly closed. 15. Continue until all are filled and closed. 16. Line a shallow baking pan with foil (this makes for an easy cleanup). 17. Beat egg in a bowl. 18. Brush the top of each borreka with egg, then sprinkle with sesame seeds. 19. Arrange borrekas around the pan. 20. Bake in a 350°F over for 35 minutes or until brown. 21. Be careful not to burn them.