In a small bowl, dissolve the yeast in warm water and let it sit for a few minutes until it becomes frothy.
In a large mixing bowl, combine the warm milk, sugar, melted butter, and egg. Mix well.
Add the yeast mixture to the wet ingredients and stir to combine.
Gradually add the flour and salt to the wet ingredients, mixing until a dough forms.
Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.
Place the dough in a greased bowl, cover with a kitchen towel, and let it rise in a warm place for about 1-2 hours until doubled in size.
Preheat your oven to 375°F (190°C).
Divide the dough into 4 equal portions and shape each portion into a ball.
Flatten each ball into a disk and place your desired filling in the center.
Fold the edges of the dough over the filling and pinch to seal.
Place the filled kolaches on a baking sheet lined with parchment paper.
Let the kolaches rest for about 15-20 minutes.
Bake in the preheated oven for 12-15 minutes or until golden brown.
Enjoy!