Make dough: Sprinkle yeast and sugar over warmed milk; stir to dissolve. Set aside to proof for 5-10 minutes – mixture will become bubbly and foamy.
Meanwhile, place 2 cups flour and salt in a large mixing bowl (or in stand mixer with dough hook). Whisk to blend; then make a well in the center, pushing flour against sides of bowl. Add proofed yeast mixture and butter to the well. Mix flour slowly until a dough forms and comes away from sides of bowl.
Knead until dough is a soft and elastic pliable ball, adding in remaining ¼ cup flour as needed if dough is too sticky. Cover bowl with a towel and allow to rise until dough is doubled in bulk, about an hour.
Filling: Preheat oven to 425°F. Combine mozzarella, feta, cottage cheese, and 1 egg in a mixing bowl; stir together until well mixed. Set aside.
Shape: Divide dough in half. Place one half of dough on a lightly floured piece of parchment paper. Using a floured rolling pin, roll out into an oblong shape about a ¼” thick. Mound half the cheese mixture in the middle of the dough, pressing and spreading into an even layer, leaving a border of plain dough.
Fold in the long sides of dough to slightly cover the cheese on each side. Twist and seal the ends together on each side to form a boat shape. Brush outer edges of dough with egg wash. Slide parchment on to a baking sheet. Repeat with remaining dough and cheese.
Bake: Bake for 10-14 minutes, or until dough is lightly browned. Remove from oven; using the back of a spoon, make an indentation in the center of the cheese. Crack two eggs into two separate glasses and pour each one into each indentation. Return to oven; bake for an additional 5 minutes or until egg is half-way set but still runny.
Remove from oven and add 1-2 tablespoons butter to the cheesy center of the khachapuri. Serve immediately.
To eat: Use a fork to beat up the egg and butter into the cheese filling. Tear off pieces of the bread’s crust and dip into the cheesy center.
Short on Time? Store-bought pizza dough can be substituted for Khachapouri dough.