Sift the flour and make a well. Pour in the yeast and remaining ingredients. Knead a soft dough, leave it to rise.
Divide the prepared dough into 3-4 balls. Roll out each ball into a sheet, cut each sheet into squares.
Peel the Vienna sausages and cut each piece into 2 halves. Put 1/2 piece on each square and wrap it into a roll.
Arrange the rolls in an oven dish that you've laid out with baking paper and smeared with oil. Smear the rolls with a brush dipped in beaten egg yolks and bake until golden.