Put the yeast and 1 tablespoon of the sugar in a small bowl. Add 1/4 cup of the warm milk. Let stand 5 minutes, then stir to dissolve. It should foam and bubble. If it does not, discard and use a fresh package of yeast. Stir in the egg, oil and remaining milk.
Put the flour and remaining sugar in the work bowl of a food processor fitted with the metal blade. Process 2 seconds. With the machine running, pour the warm milk mixture down the feed tube in a steady stream. Process until it forms a rough ball. If ball is sticky and wet, add a little more flour. Process a few seconds longer, or until dough pulls away from the sides of the bowl. Remove dough to a lightly floured board.
Knead dough, dusting with flour to keep it from sticking, until smooth and elastic, about 2 minutes.
Place in a large oiled bowl, cover with plastic wrap and let rise in a warm spot until doubled, about 1 hour.
Punch down dough and place on a lightly floured surface. It is now ready to form into rolls, buns or loaves.
If preparing filled buns: Cut dough in half. Form each half into a 12-inch long log; cut into 10 pieces. Roll each piece into a 4-inch circle. Roll outer inch of each circle 1/8-inch thin; leave middle slightly thicker.
If right-handed, place a dough circle in palm of your left hand. Put a big tablespoon of filling in the; middle; put left thumb over the filling. With your right hand, bring up edge and make a pleat in it.
Rotate circle a little and make a second pleat. As you make each pleat, gently pull it up and around as if to enclose your thumb. Continue rotating, pleating and pinching, then gently twist into a spiral. Pinch to seal. Place bun pleated side down on a parchment square. Repeat with remaining dough and filling. Put buns 1 1/2 inches apart on a baking sheet. Let rise until doubled in size, 30 minutes to 1 hour.
Preheat oven to 350 degrees F. Beat egg yolks with water and sugar; brush over buns. Bake 20 minutes.