Mix the flour with the salt, make a well in the center and add the yeast, salt, milk, butter and egg. Whisk to combine all the liquids, then start adding the flour from the sides.
When the dough comes together in lumps, knead well until smooth, form a ball, then let rest for 1 hour. Cut the dough into quarters, roll each into a ball and roll out into a rectangle. Brush two rectangles with butter, add cheese and parsley on top and cover with two more layers of dough.
Roll lightly with a rolling pin, then cut into strips. Gather the strips in pairs, sandwiching a little more butter in between. Place on a baking sheet lined with parchment paper and let rest for 20 minutes. Brush with egg yolk and bake at 180C/350F for 25 minutes.