Crumble the yeast into a mixing bowl. Add milk, oil, salt and sugar. Stir until the yeast has dissolved. Add the egg.
Work in the flour a little at a time until the dough stops clinging to the sides of the bowl. Cover with a tea towel and leave to rise for 30-45 minutes.
Knead the dough on a lightly floured surface until smooth and supple. Roll into a rectangle measuring 35 x 50 cm. Spread with the onion and spinach filling, sprinkle the cheese on top and roll into a long sausage shape.
Cut the roll into pieces 3-4 cm thick and put in baking cases. Cover with a tea towel and leave to rise for about 40 minutes.
Bake low down in the oven for about 15 minutes at 225°C. Cool on a rack. Serve the bread rolls newly baked.
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