In a bowl, mix the butter with the sugar until you get a crumbled mixture.
Then add the egg and continue mixing. Add the milk and a pinch of salt and lastly, flour and yeast.
Mix all the ingredients until you get a smooth dough. Divide it into several balls and roll them giving a U shape. Using a knife, cut 2 lines on each biscuit.
Place the cookies on a baking tray with baking paper and brush the surfaces with the egg yolk.