Dissolve the yeast in the warm milk and let it rest for 10 minutes.
Mix together the sugar, vanilla sugar, flour, egg white, and oil.
Add the milk-yeast mixture and begin kneading the dough.
Form a ball, cover with plastic wrap and a cloth, and let the dough rest for 1 hour.
Flour your work surface and gently deflate the dough.
Shape the dough into about 10 small, round balls.
Roll each ball out with a rolling pin, place a chocolate stick at one end, and make cuts along the opposite end without reaching the tip.
Roll the dough around the chocolate from one end to the other.
Place the rolls on a baking sheet lined with parchment paper, cover with a cloth, and let them rise for 30 minutes.
Brush each roll with the egg yolk mixed with a little milk.
Bake in a preheated oven at 180°C (350°F) for about 20 minutes, watching carefully until golden brown.