Melt the butter, add the flour, pepper and stir well to blend. Slowly add the hot milk, stirring constantly to make a thick, creamy sauce.
Remove from the heat. Wait until the mixture cools down. Crumble the feta cheese into small pieces and add them to the sauces. Add the eggs, cottage cheese, dill and mix until well blended.
Cut each of the sheets of phyllo lengthwise into three strips. Take 1 strip at a time and brush it with the melted butter, (keep the others covered with a wet towel to prevent them from drying out). Put a teaspoon of the filling in the lower left corner, then fold over to make a triangle strip. Continue to fold the phyllo over and over until the strip has become a small (about 3-inch) triangle. Brush the top with butter. Place the triangles on a lightly buttered baking dish and bake in a preheated 300 degree oven for 15 to 20 minutes. Serve warm. This recipe makes 20-22 triangles.