Line 2 baking trays with baking paper. Place the flour, salt, oil, pepper and nutmeg in a bowl. Heat milk until lukewarm, beat in yeast, sugar and egg and pour onto flour mixture.
Knead the mixture to a sticky dough. Cover; leave to rise in a warm place for 30 minutes.
Turn the dough onto a lightly floured work surface; knead and punch it down for 10 minutes. Shape dough into a cylinder and cut into 20 equal pieces. Shape into pretzels, round rolls or small rings and place on baking trays.
Whisk egg yolk with milk and brush over the dough. Sprinkle salt, caraway seeds or poppy seeds on the top of the rolls.
Make a cross-shaped incision in the top of any large rolls. Cover dough and leave to rise in a warm place for 20 minutes. Preheat oven to 200 degrees C .
Bake rolls, one baking tray at a time, for 15–18 minutes. Cool briefly on a wire rack. Serve warm.