Into a bowl, add the dry yeast, the butter, the whole milk and the eggs. Mix it all together very well.
Add the sugar and the salt, mix.
Gradually add the wheat flour and mix.
When you can no longer mix with the spoon, use your hands. Knead the dough.
Let the dough rest for 30 minutes.
Roll out the dough on a flat surface and add the filling.
Tightly roll up the dough, to make sure it's well sealed.
Cut the dough into 2-finger thick slices.
Grease a baking tin with butter and flour and add the slices. Brush with egg yolk and sprinkle with some oregano.
Bake in a preheated oven at 200°C (392°F) for 30 to 40 minutes.