Into a bowl, add the milk and the dry yeast powder, mix very well for 2 minutes to activate the yeast. Add the sugar and mix very well again, add the margarine or butter and the oil, mix well for 1 minute.
Add the egg and the salt, mix again.
It is important to add the ingredients gradually, it makes all the difference to the bread dough.
Add the wheat flour gradually, always mixing well. When you can no longer mix with the spatula, use your hands. When you notice that the dough is starting to unstick from the bottom of the bowl, sprinkle some flour on the table, place the dough on it and knead the dough for about 10 minutes.
Split the dough in half and reserve one of the halves in a bag or plastic wrap to keep it from drying out.
With a rolling pin, stretch the other half of dough until it's about 1 finger-thick.
Roll the dough in the shape of a bread (log), keep pressing the tips to stick them to the dough, making sure they're well sealed.
Cut the bread into about 1-finger thick slices but leave them stuck together.
Grease a loaf tin with butter and flour.
Cover with a cloth and let it rest in a place where there is no wind, for 40 minutes to 1 hour.
Repeat this process with the other half of dough.
Mix an egg yolk with milk and brush this mixture on the breads.
Bake in a preheated oven at 200°C (392°F) for 40 to 50 minutes.
Let it cool down for 10 minutes and unmold.
Serve.