1. In a mixing bowl, combine the flour, yeast, and sugar.
2. Add the warmed milk, melted butter, beaten egg, and salt. Mix until a dough forms.
3. Knead the dough on a floured surface for about 5 minutes, until smooth and elastic.
4. Place the dough in a greased bowl, cover, and let rise in a warm place for about 1 hour, or until doubled in size.
5. Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
6. Divide the dough into 8 equal pieces. Flatten each piece into a rectangle and place a sausage in the center. Roll the dough around the sausage and pinch the seams to seal.
7. Place the kolaches on the prepared baking sheet, seam side down. Let them rise for another 15 minutes.
8. Bake in the preheated oven for 15-20 minutes, or until golden brown.