Heat the milk, in the microwave or a saucepan, until it is “fingervarm” (finger warm), meaning it should feel warm to the touch but not hot. Add your yeast and 1 tbsp of sugar, stir, and leave it for 5-10 minutes until the mixture starts to bubble up, meaning your yeast is alive and not expired.

Add the salt, egg, and egg yolks to a large bowl and mix well. Once the yeast mixture has bubbled up a bit, add it to the egg mixture. Mix well.

Slowly add the flour and softened butter, mixing with a wooden spoon until the dough starts to come together.

Knead until smooth and elastic, about 10 minutes. Add more flour if the dough is too sticky; it should be soft and smooth, not too sticky nor too dry. Use a stand mixer if you would prefer!

Let rise at room temperature (if room temp is very cold wherever you are, put it in a warm place, i.e. under a light) for about one hour or until doubled in size.

Once dough has risen, divide dough into 3 equal pieces and roll each piece into a circle. Cut each circle into 8 triangles for 24 rolls.

Cut your hot dogs in half (if you want more hot dog in each roll) or into thirds (just make sure you have 24 pieces!), or use cocktail sausages. We cut ours into thirds because we like more bread, but adjust accordingly to your own preference! Place each piece on the larger end of the triangle and roll towards the point. If you end up having leftover dough because you want to adjust the ratio, you can always just roll them into round balls and bake them as rolls!

Place the rolls on a prepared baking sheet with the point underneath so it doesn't unroll. Cover and let rise for another 30 minutes. In the meantime, preheat your oven to 400 degrees F (204C).

Brush with egg wash and add sesame seeds to the top.

Bake for 15-20 minutes until golden brown!