Pour the lukewarm milk into a jug and stir in the yeast to dissolve. Set aside for 10 minutes.
In a large bowl, whisk the flour and the salt together and then add the milk and yeast mixture, stirring gently with a wooden spoon to incorporate. At this point, the dough will still be sticky–do not add more flour. Alternatively, you can use a stand mixer equipped with a dough hook.
Cover the bowl with a towel, place it in a warm spot and let it rise for an hour.
Preheat the oven to 180C. Set a 12-inch, cast iron skillet in the oven, until it is very hot.
Add the olive oil and the oregano to the bread dough and mix well with a spatula, folding over the dough and scraping the sides of the bowl. Gently fold in the crumbled Feta.
Carefully remove from the oven the hot skillet, line it with a piece of parchment paper and immediately add the dough, smoothing the top with a spatula.
Transfer the pan to the oven and bake for about 30 minutes or so, or until golden brown on the top and the bottom.
Remove from the oven and let the bread cool a bit in the pan. Place on a wire rack to cool completely.