Start with the yeast and warm milk plus a little sugar, then pause briefly and allow the mixture to foam.
Add the melted butter and the egg to the yeast mixture.
Add the flour and salt gradually, mixing until a soft dough forms.
Knead the dough with steady pressure until it becomes smooth and elastic and no longer sticky.
Allow the dough to rise until doubled in size.
While the dough rises, prepare the sausage and cheese so everything is ready for assembly.
Divide the dough evenly and flatten each portion gently.
Add the filling without overstuffing, then wrap the dough snugly around the sausage and place seam-side down.
Allow the shaped kolaches to rise briefly a second time.
Bake at 375°F until golden, about 18 to 22 minutes.
Remove from the oven when the kolaches look evenly baked and lightly browned on top.