1. Activate yeast by combining it with water and sugar in a container. Let it sit for 10 minutes.
2. In a large bowl, mix flour and salt. Make a well in the center, then add activated yeast and milk. Stir to form a dough ball. Transfer the dough onto a floured surface, knead it until it becomes smooth, and divide it into four equal parts. Place the dough portions on a floured surface, cover with plastic wrap, and let them rise in a warm spot for 20 minutes, or until they double in size.
3. While the dough rises, heat half of the oil in a large skillet over medium heat. Add onions and garlic to the skillet and cook until the onions become translucent. Stir the mixture occasionally.
4. Increase the heat to high. Add the minced meat, cumin, and oregano to the skillet. Cook, stirring occasionally, until the meat is browned.
5. Transfer the cooked meat mixture to a bowl and let it cool for 5 minutes. Stir in parsley and mint.
6. Heat the remaining oil in the same skillet. Add the mushrooms and cook until browned.
7. On a floured surface, roll out the dough into a 30cm x 40cm rectangle. Divide the meat mixture, mushrooms, and feta cheese into four equal portions. Place each portion of the filling on one half of the rolled-out dough. Season with salt and pepper. Fold the dough over the filling, pressing the edges together to seal the pockets.
8. Heat a barbecue plate or frying pan over medium heat. Brush the dough pockets with oil and cook for 3 minutes per side, until golden brown.
9. Serve the dough pockets hot with lemon wedges.