Heat the milk slightly, but not to the point where it's hot. You can use half and half (milk and water mix). Dissolve the yeast, sugar and 1 tablespoon flour in it. Leave it to rise in a warm place.
Sift the flour with the salt and gradually add the egg in the well, then add oil and yeast. Knead a nice medium soft dough with the flour and leave it to rise in a warm place for 40 minutes. Divide the dough into balls and roll them out into thin sheets on a floured surface.
The size of the balls and sheets depends on how big you want your rolls. Cut each rolled out each sheet into 8 triangles. In the middle of each, put a stuffing of your choice and wrap into rolls. Arrange them with some space in between them in a greased tray and leave to rise again for 30 minutes.
Smear the rolls with egg yolk beaten with a little oil, and if desired, sprinkle with poppy, sugar or sesame seeds on top. Put them to bake in a preheated 374°F (190 °C) oven until golden.