Add yeast and a tablespoon of flour to a small amount of lukewarm milk and leave for 10 minutes to activate the yeast. Mix the remaining ingredients with a dough mixer and add the milk with yeast. Knead the dough until smooth and let it rise for 20 minutes.
In the meantime, make the filling. In a bowl, heat a knob of butter and put in the frozen spinach. Simmer over low heat until the spinach has melted and the liquid has evaporated. Stir in the cottage cheese that you have previously softened with a fork to get a creamy mixture. Add the grated lemon zest and one egg yolk. It is important that the mixture is not watery so that it does not leak out. Roll out the dough thinly and cut into squares 10 x 10 cm. Place a small spoonful of stuffing on the squares, and fold the tops of the squares in the middle and pinch to stick together. Before baking, brush the pillows lightly with olive oil. Bake for 15-20 minutes at 200 °C or until slightly golden.