Heat the whole milk to about 120-130°F and mix it with white sugar and dry active yeast. Let it foam for about 5-10 minutes. Then, add the beaten egg, melted butter, and sea salt, gradually mixing in the all-purpose flour until a smooth dough forms. Knead for 4-6 minutes until elastic, then cover and let it proof in a warm place until doubled in size, approximately 1-1.5 hours.

While the dough is proofing, boil eggs in water for 10 minutes. Once done, cool and dice. In a mixing bowl, combine the chopped hard-boiled eggs, mayonnaise, grated mozzarella cheese, chopped green onions, fresh parsley, dill, dried garlic, onion powder, sea salt, and ground black pepper. Mix until uniform and creamy.

After the dough has risen, punch it down and divide it into 12 or 16 equal pieces. Roll each piece into a circle about 4-5 inches in diameter. Fill each circle with 1/3 to 1/2 cup of the cheese filling, then pinch the seams tightly to seal.

Place the shaped piroshki on a lightly greased baking sheet and let them rise for another 30 minutes until slightly puffy.

For frying, heat canola oil in a deep pan to 275-300°F. Carefully add piroshki, frying until golden brown on both sides, about 3-4 minutes per side. For baking, preheat your oven to 350°F, brush each piroshki with beaten egg, and bake for 28-35 minutes on parchment paper until golden and crisp.

After cooking, allow the piroshki to cool on a wire rack for 10-15 minutes before serving.