Warm the milk and melt the butter in it. Mix the flour with the yeast. Add the remaining dough ingredients and the lukewarm milk-butter mixture and knead everything well. Cover the dough and place in a warm place for about 40 minutes.
In the meantime, cover the baking sheet with parchment paper and preheat the oven to 180 ° C.
Knead the risen dough briefly on a lightly floured work surface and divide it into 12 equal pieces. Shape each piece into a 30 cm long roll, wrap 2 rolls around each other and place on the baking sheet as a wreath.
Whisk the egg yolk and milk together, brush the wreaths with it and sprinkle with a little sugar. Let rise on the baking sheet for another 10 minutes, then bake for 20 minutes.