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1
Heat the milk in a small saucepan over medium heat until it registers 110F on an instant-read thermometer; transfer to a bowl.
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2
Stir in 2 tablespoons of the sugar.
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3
Sprinkle with yeast; let mixture stand until foamy, about 10 minutes.
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4
Process the flour, remaining 2 tablespoons sugar, salt, and butter pieces in a food processor until the mixture resembles coarse meal.
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5
Add the milk mixture and the yolks; process until combined.
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6
Transfer to a well-oiled bowl; cover with plastic wrap.
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7
Refrigerate 4 hours or overnight.
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8
Preheat the oven to 375F.
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9
On a lightly floured work surface, roll out the dough to form a 15 x 18-inch rectangle.
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10
Brush the surface with melted butter.
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11
Sprinkle the dough evenly with cheese, thyme, and pepper.
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12
Fold the dough in half horizontally.
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13
Roll out to form a 10 x 18-inch rectangle.
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14
Cut into 10-inch-long, 1/2-inch-wide strips.
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15
Twist 2 strips around each other; pinch the edges to keep the strips from unraveling.
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16
Shape the twist to form a spiral; transfer to a baking sheet lined with parchment paper.
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17
Repeat with the remaining strips.
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18
Brush the twists with egg wash. Bake until deep golden brown, 20 to 22 minutes.
