Bake the Potato: Preheat the oven to 400°F, scrub the potato, rub with olive oil and salt, and bake for 60-70 minutes until soft inside. Let it cool, peel, and mash.
Prepare the Filling: In a mixing bowl, combine mashed potato, feta, kashkaval, egg, salt, and pepper. Mix well with a fork until everything is blended.
Prepare Puff Pastry: Preheat the oven to 350°F. Roll out puff pastry on a lightly floured surface to a 12x12 inch square. Cut into 9 equal squares.
Fill Pastry Squares: Place 1 tablespoon of the potato-feta filling on each square, shaping it into a triangle, 1/4 inch from the edge.
Fold and Seal Bourekas: Fold the square into a triangle, pinching the edges to seal. Optionally crimp with a fork.
Prepare for Baking: Place the bourekas on a baking sheet lined with parchment paper, brush with egg wash, and sprinkle with sesame or poppy seeds.
Bake: Bake at 350°F for 35 minutes, switching baking sheets halfway through, until golden brown and crispy.
Serve or Freeze: Serve warm. For freezing, freeze unbaked bourekas and bake from frozen when needed at 350°F for 35-45 minutes.