Let piecrusts stand at room temperature for 15 minutes. Meanwhile, preheat oven to 375 degrees F. In a medium bowl stir together the feta, 2 tablespoons of the Parmesan, mayonnaise, egg yolk, oregano, and pepper. Unroll pastry into a 9-inch pie plate. Ease pastry into the pie plate, pressing lightly into bottom and sides. Sprinkle crust with remaining Parmesan.
Spoon feta mixture into pie plate and spread over the Parmesan. Top with tomatoes and capers and sprinkle with salt. Trim bottom crust to edge of pie dish. Cut slits in remaining pastry and place on top of filling; seal. Crimp edges as desired. In a small bowl whisk together the egg white and 2 teaspoons water and brush over pastry.
To prevent overbrowning, cover edge of pie with foil. Place a foil-lined baking sheet on the rack below the pie in oven. Bake for 35 minutes. Remove foil from pie. Bake for 45 minutes more or until crust is golden brown. Cool for 2 hours on a wire rack. Store any leftovers in the refrigerator.