Mix the flour and salt together, make a well in the centre and add the yeast, sugar, milk, butter and egg.
Whisk to combine all the liquids, then start adding the flour from the edges.
When the dough comes together in clumps, knead well until smooth, form a ball and leave for 1 hour.
Cut the dough into quarters, shape each into a ball and roll it out into a rectangle. Butter two rectangles, sprinkle with cheese and parsley, then cover with two more layers of dough.
Roll out lightly with a rolling pin, then cut into strips. Join the strips together, placing a little butter between them.
Twist each pair of strips as shown in the video. Place on a baking sheet lined with baking paper and leave for 20 minutes. Brush with egg yolk and bake at 180°C/350°F for 25 minutes.