Into a bowl, add the warm milk, the sugar and the dry yeast powder, mix well.
Add the oil, the egg white and mix again.
Add the salt and the wheat flour gradually, keep mixing and adding the flour. When you can no longer mix with the spoon, use your hands to mix until it turns into a smooth and uniform dough.
Add the butter and mix again.
Once you’ve done that, cover the bowl with plastic wrap and let it rest for 1 hour.
After it has doubled in size, place it on the table and cut it into 12 equal-sized pieces, round each piece.
Sprinkle some flour on the table and flatten one of the balls. Dough must be as thick as a barbecue skewer.
Once you’ve flattened it, get a skewer, and press it down against the dough, making one line next to the other.
Flip the dough and add some mozzarella cheese near one of the edges. Roll the end with the mozzarella just over halfway and roll the other end towards the center as well.
Fold the dough, putting both ends together.
Repeat this process with the other dough pieces.
Place them in a non-stick baking sheet lined with parchment paper, cover with a cloth and let them rest for 15 minutes.
To finish it off, brush the buns with the egg yolk and bake in a preheated oven at 180°C (356°F) for 20 to 30 minutes.
After this indicated time, take it out of the oven and cover with a cloth, let it rest for 5 minutes.