First, make the filling. Heat 2 tablespoons olive oil in a frying pan and add the finely diced zucchini and shallots. Add parsley, basil, oregano and crushed pink peppercorns. Fry until translucent and fragrant, but not brown. Remove from heat and add the cubed feta and arugula. Mix to combine and set aside.

Measure the flour into a large bowl. Cut the cold butter into small cubes and pinch it into the flour until you have crumb-like texture. Pea-sized clumps are fine.

Dissolve the yeast into warm milk in a bowl. Add sugar and salt to the milk, mix. Add to the flour bowl and mix until you have an even consistency.

Flour a working surface and pat the dough into a rectangle shape, roughly 10 x 15 inches in size. Spread the filling evenly on the dough and roll it into a tight log starting from the longer side, finishing with the seam down against the table.

Cut into ½ inch pieces if you put them cut side up on the baking sheet, slightly thicker if you want them “standing up” to prevent falling down in the oven. Place pieces on a baking sheet lined with parchment paper and cover with a kitchen towel. Let rise in a warm place for 30 minutes. Preheat the oven to 425°F.

Brush tops with lightly whisked egg and bake for around 12-15 minutes, or until the tops are light golden brown.