Grease a baking dish with oil and butter and lay 4 sheets of pastry that have also been greased. Crumble the feta and myzithra, add the kefalograviera and pepper, mix and then add the eggs beaten with the milk.
Pour a portion of the cheese mixture in the baking dish and cover with a sheet of pastry. Add more cheese mixture and cover with another phyllo. Pour in the remaining cheese mixture and cover the pie with the remaining greased sheets of pastry.