Start by activating your yeast in warm water and a teaspoon of sugar—give it about 10 minutes to get bubbly.
In a big bowl, mix the rest of the sugar, milk, melted shortening, salt, and egg yolk. Stir in the yeast mixture, then add the flour bit by bit until you get a sticky dough.
Knead it on a floured surface for 10-12 minutes. Let it chill out in a greased bowl for an hour until it doubles in size.
Roll the dough into an 11x12 inch rectangle. Cut it into twelve 3x3 inch squares.
Plop a sausage in the center of each square, wrap the dough around, and pinch the seams shut. Flip them seam-side down onto a baking sheet.
Brush with melted butter, let them rise for another 30 minutes, and then bake at 350°F for 30-35 minutes. You’re looking for golden brown perfection.
One Texas baker put it best: "The dough is sticky, and this is normal - don't add too much flour because it will make your kolaches dry." Pair them with coffee, juice, or a cold glass of milk—breakfast doesn’t get much better.