Jul 31, At the Zasavica Special Nature Reserve in Serbia, about 80 kilometers west of the Serbian capital, Belgrade, you will find a donkey farm where. Pule or Pule cheese is a Serbian cheese made from the milk of Balkan donkey's. A characteristic feature of Serbian cuisine, Pule is not only extremely rare but. Nov 22, It's the most expensive cheese in the world, produced by just one farm in Serbia, but donkey cheese could be the next cult food item. Although.