Begin to add the hot milk to the flour mixture a little at a time while whisking vigorously. Continue to add the milk until it is fully incorporated. Bring the mixture to a boil, reduce heat to low; simmer, stirring constantly, until it thickens, 6-8 minutes ( it will resemble heavy cream). Crumble the feta cheese & add to hot sauce, whisking until smooth. Add dill & pepper; stir. Remove from heat & let cool.