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1
Dissolve yeast in warm milk in a bowl. Let stand until yeast softens and forms a creamy foam, about 5 minutes.
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2
Combine yeast mixture with flour and Parmesan cheese in the bowl of a stand mixer fitted with the dough hook attachment; mix well. Add yogurt and egg and slowly mix together. Add salt and pepper; mix until dough has pulled together. Turn it out onto a lightly floured surface and knead until smooth, elastic, and no longer sticky, about 10 minutes.
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3
Place dough in a large, lightly-oiled bowl and turn to coat. Cover with a towel and let rise in a warm place until doubled in volume, about 2 hours.
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4
Punch dough down and turn onto a lightly floured surface. Roll out into a 20x4-inch rectangle. Mix ricotta cheese and Parmesan cheese together in a bowl and spread onto the dough. Cover with mortadella slices. Roll dough tightly lengthwise and press edges of log tightly together.
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5
Slice dough log into 3/4-inch slices so you have at least 16 rounds.
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6
Line a baking sheet with parchment paper. Lay dough rounds in the shape of a Christmas tree, leaving a a bit of room in between since they will rise. The bottom row should consist of 5 rounds, the second row 4 rounds, etc. Place the last round on the bottom as the trunk. Cover with plastic wrap and allow to rise for 1 hour.
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7
Preheat the oven to 400 degrees F (200 degrees C).
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8
Beat egg yolk with 1 tablespoon milk in a small bowl and brush onto dough rounds.
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9
Bake in the preheated oven until puffed up and golden, 20 to 25 minutes. Remove from oven and allow to cool before serving.
