Mix egg yolks, flour, butter, and cheese into a firm dough. Wrap in foil and refrigerate for 30 minutes.
On a floured work surface, shape the dough into a roll about 6 cm in diameter. Cut into roughly 35 slices and place on two baking sheets lined with baking paper.
Whisk the egg white with 1 tablespoon water and brush onto each slice. Sprinkle sesame seeds on top.
Bake in an oven preheated to 200 °C (392 °F) for 10 to 12 minutes until the thalers are golden.