Prepare a yeast dough from flour, yeast, salt, water and oil, knead well and let rise until it has visibly enlarged.
Wash and chop the thyme and rosemary; cut the olives into small pieces. Crush the cheese with a fork and mash it. Add the egg yolks, olives, herbs and pepper and mix everything well.
Line the baking sheet with the parchment paper and preheat the oven to 175 degrees (gas mark 2).
Roll out the dough thinly and cut out circles with a mold or a glass rim (diameter about 8cm).
Place a little cheese mixture on each of the circles, press together in a crescent shape and press the edges with a fork.
Place the pockets on the baking tray, brush with egg yolk and sprinkle with sesame seeds if necessary. Bake in the oven on the middle rack for about 25-30 minutes until golden.