Prepare the Bechamel Sauce: melt the butter in low temperature and then add little by little the flour whisking constantly. After that add the milk in small portions and continue to whisk. Be careful not to burn the mixture. The temperature must be low. After some time the Bechamel sauce should be thick and creamy. Just be patient. You might need up to 10'.
Remove from the heat and add the nutmeg, salt and pepper and the eggs one after the other without stopping whisking. Add the feta cheese cut in small cubes and the grated mozzarella cheese. You pie-filling is ready. Let itcool down for a few minutes.
Preheat the oven at about 180 Grad. Place the one piece of dough and and the filling on top of it. Then cover with the other sheet. Springle some sesame seeds over the pie and bake it for about 45' until the dough is ready and golden brown. The exact time depends also from the dough thickness. Just pay attention every now and then during baking.