In a bowl, mix milk and water. Stir in yeast and sugar and whisk to dissolve.
Add the egg, oil, and yogurt. Mix well. Add flour and salt and mix until a dough forms.
Knead until smooth and elastic.
Cover and let rise until puffy and roughly doubled.
Heat oil in a skillet. Cook onions until softened.
Add bell peppers and chicken. Cook until chicken is no longer pink and veggies are tender.
Transfer to a bowl, add cream cheese, and stir until creamy.
Divide dough and shape into balls.
Place on parchment-lined baking sheet and press centers to make wells.
Fill each well, top with mozzarella, brush edges lightly with oil, add poppy seeds if using, and bake at 375°F (190°C) until golden and melted (about 15–18 minutes).