Dissolve 10g yeast and a pinch of sugar in 110ml warm milk. Leave for a few minutes until the yeast is foamy.
Sift flour into large bowl. Make a well in the centre, add yeast mixture, melted butter, pinch of salt, vanilla, egg and 2 tablespoons sugar. Mix gently, transfer to a floured surface and knead for 5 minutes, until pastry becomes pliable and not sticky. Transfer pastry to a greased bowl. Cover bowl with damp kitchen towel and leave in warm place for 1 1/2 to 2 hours. When it rises in volume, punch it down and leave for 1 more hour, it should double in size.
Cut pastry into 4 equal parts, then cut each part into 3 pieces. Form each piece of pastry into ball and arrange on lightly oiled baking tray. Flatten each piece lightly and leave on baking tray for 20 minutes to rise.
For the filling, mix together the cheese, egg, sugar, vanilla and sour cream.
Press bottom of a water glass in centre of each piece of pastry, to create room for filling in the centre. Fill pastries with cheese filling. Brush edges with egg yolk. Cover and let rise for 20 to 25 minutes.
Bake at 200 degrees C for 15 to 20 minutes, until golden.