Heat a little milk, add the sugar and yeast cube to it. Stir well by hand until the yeast dissolves.
Then add the salt and start adding the flour in lots. Knead a soft dough, then leave it to rise for about 30 min.
Grate the cheese in a plate. Once the dough rises, divide it into balls - not too large.
Roll out each ball with a rolling pin, sprinkle with cheese, roll up into a roll and place in a buttered tray, while making a few cuts on top with a knife. Do this for all the dough balls. Smear with egg yolk on top and bake until ready.