Put the eggs, sugar, salt, sesame, yeast (without activating it beforehand) in a bowl. Stir the mixture with a stirrer and add the milk, oil, then the sifted flour at the end.
Start kneading until you get a soft, stretchy, nonstick dough. After you've kneaded it, divide it into 10 equal sized balls - 3 oz (85 g) each.
Roll out each ball into a rectangle. At one end, put a filling of chutney, Vienna sausages and cheese, cut the other end into strips (see photos). Wrap it into a roll and place in a tray with baking paper.
Smear each sausage roll with the beaten egg yolk and sprinkle with sesame seeds. Put the tray in a preheated 392°F (200 °C) oven and bake until ready.