Mix the yeast with 4 tablespoons of milk until smooth. Mix the flour and sugar. Make a well in the center of the flour and pour in the dissolved yeast and milk. Knead until a smooth dough. Let the dough rise until it is twice in size. Add the remaining milk and butter to the dough. Add the egg and knead until smooth. Let the dough continue to rise for 2 hours.
Roll out the dough as thin as possible. Cut into squares. Place a dollop of apricot jam in the center of each square. Fold each square diagonally and press the edges firmly. Place on a greased baking sheet. Brush each pocket with the egg yolk. Bake until golden brown in an oven preheated to 180°C / 350°F for about 25 minutes. Remove from the oven and let cool. Serve dusted with powdered sugar.