For the filling:
In a saucepan heat up the milk and set aside.
Combine in a large bowl, the butter, salt, sugar, yeast and flour.
Add the milk and egg to the dry ingredients.
Knead until getting a soft dough. Shape it into a ball.Place it in a bowl and let it rise covered for 2 hours.
Combine all the filling ingredients in a large bowl and set aside.
Punch down the dough and divide it in two equal parts.
Roll each half into a rectangle and then brush it with melted butter.
Sprinkle half of the filling mixture on each rectangle of dough.
Roll them up lenghtwise and seal the edges.
Cover and let it rise for 1 hour.
Mix one egg yolk with the milk and brush the rolls.
Bake on a previously pre-heated oven at 180°C for 25 minutes or until golden brown.
Allow to cool down before cutting.