Warm the milk and 4 tablespoons butter over medium heat until the milk steams and butter melts, then remove from heat.

In a large bowl, whisk yeast, sugar, salt, and 1 1/2 cups flour. Add the warm milk mixture and stir to form a sticky dough. Cover and let rest for 30 minutes.

Beat oil and egg yolks together. Stir into the dough mixture and blend well. Gradually add the remaining flour until the dough is soft but not sticky.

Knead the dough on a floured surface for about 10 minutes until smooth.

Place the dough in an oiled bowl, cover, and let rise for 1 hour until doubled in size.

Preheat the oven and line a baking sheet. Punch down the dough and divide into 8 even pieces. Roll each piece into a ball, then flatten into a 4-inch disk.

Place cheddar cheese, diced jalapeños, and sausage in the center, fold the dough over, and pinch the sides to seal. Place on the baking sheet and cover. Let rise for 45 minutes.

Brush with melted butter, top with pickled jalapeño and cheese, and bake for 15-18 minutes until lightly browned.