Into a bowl, add the warm milk, the oil and the egg, mix very well. Add the sugar and the salt, mix again. Gradually add the wheat flour and the baking powder, keep mixing, when you can no longer mix it with the spoon or spatula, use your hands.
Mix until a smooth and uniform dough is formed.
Sprinkle some flour on a table and place the dough on it, split the dough in half.
Get one of the dough pieces and shape it into a log, then cut it again into 9 equal-sized pieces.
Repeat this process with the other half of dough.
Get the pieces you've just cut and roll them into thin logs - these logs must have the same length and thickness.
Get 2 logs and place them one next to the other, with a 1cm distance between them.
Now get a fork and pierce it right in the center of both logs, then twist it into a whirl shape.
Repeat this process until you've used up all logs.
Transfer these whirls to a baking sheet lined with nonstick baking paper or parchment paper.
In a bowl, mix the yolks and the table cream then brush this mixture over each whirl.
Bake in a preheated oven at 180°C (356°F) for 30 to 40 minutes.
Serve.