Form each piece into a ball. Cover milk brioche balls with a kitchen cloth or plastic wrap and leave for 15 minutes.
Take 1 ball and flatten it into a thin oval, then roll it up from the longest side and place it in a greased baking pan.
Continue with all other dough balls. Leave in a warm place to rise for 30 minutes.
Preheat the oven to 180°C/360°F.
Lightly brush the top of the raised bread with an egg yolk and bake at 180°C/360°F for 15 minutes.
Enjoy your milk brioche