Dissolve yeast and sugar in 1/2 cup (100ml) water. Set aside for 10 minutes.
Mix all ingredients of the dough except the salt and incorporate milk slowly.
Form a dough and finally incorporate the salt. Knead the dough for 5 minutes with a stand mixer (at medium speed) or 10 minutes (by hand). Cover the dough and let it rise for about 45 minutes in a warm place, away from drafts.
Beat the egg and mix with yogurt and sirene.
Divide the dough into several balls of equal weight. Roll each ball to a thickness of about 1/2 inch (1cm).
Smear butter and filling on the surface of each piece of dough. Roll the dough onto itself to obtain a cylinder.
Shape each cylinder into a snail-shaped roll and place them on a baking sheet lined with parchment paper.
Place all the snail-shaped rolls next to each other by spacing them slightly to form a large bun. As they expand during baking, all the snails will form one large bread. Let rise again for 15 minutes.
Meanwhile, preheat convection oven to 350F/180C.
Coat the bread with the egg yolk and milk mixture. Bake for about 20 to 25 minutes or until the bread is golden.