If the feta is too salty, soak in cold water for 30 minutes. Drain well and crumble into fine pieces. Combine, in a bowl, with the scallions and paprika, then set aside. In a large bowl, whisk the eggs, milk, salt and pepper, together, until frothy. Melt the butter in a 10-inch omelet pan over medium heat. When the butter bubbles rapidly, add half of the egg mixture and stir until it just begins to set. Continue cooking until the eggs are almost completely cooked, running a thin spatula around the edges to prevent sticking, about 1 1/2 minutes. Sprinkle half of the feta mixture on the omelet, then reduce the heat to very low, cover, and cook for 1 minute more. Slide the omelet onto a plate, folding it over if desired. Repeat with the remaining ingredients making 1 more omelet. Serve at once, sprinkled with more paprika and the fresh dill.