Dissolve the yeast and sugar in the milk. Put the flour in a bowl. Pour in the milk and yeast mixture and stir gently with a fork. Cover and let the dough rest for 20 minutes.
Add salt, pepper, egg and butter and stir with the kneading paddle of the food processor until the dough separates from the bowl. Dice the ham and knead into the dough with the herbs. Let rise again for 30 minutes.
Grease the muffin molds, fill in the dough and let rise for another 20 minutes. Preheat the oven to 200 degrees. Brush the muffins with egg yolk and turn golden yellow for about 30 minutes.