Dissolve the yeast with 1/2 the sugar + several tablespoons flour in the heated milk. Leave the yeast to activate.
To the effervescent mixture, add the egg white, oil and flour with the salt. Knead a soft, nonstick dough. Leave it to rise until doubled in volume.
Divide up the risen dough into 2 parts, roll out each of them into a round sheet about 15 1/2″ (40 cm) in diameter. Cut it into 16 triangular pieces.
Put 1/2 tsp of a filling of your choice in the wide part, fold the ends in a bit and wrap it into a scone. Arrange them in a tray laid out with baking paper and leave them at 122°F (50 °C) for 10-15 min.
Once risen a bit, smear the scones with the egg yolk that you've beaten with 1-2 tbsp milk and that much oil, sprinkle with sugar and bake at 320°F (160 °C) until ready.