In a small saucepan, melt the butter and add the milk and heat it until it's warm, do not boil it. Pour this milk mixture over the flour in the mixing bowl and add the egg yolks. You might want to keep an egg white to brush it on the rolls at the end. Mix with the dough hook on low speed, until it's all incorporated. Increase to medium high speed and knead for 8 to 10 minutes.
Place the flour, yeast, sugar, and salt in the mixer bowl and mix with a fork to combine. Fit the mixer with the dough hook.