For the dough: Whisk together the water, sugar and yeast in a large bowl. Let sit for 5 minutes. Sift together 4 cups of the flour and the sea salt in another large bowl. Set aside. Heat a saucepan over medium heat. Add the milk, butter and yolks and whisk until the butter has melted, about 5 minutes. Pour this mixture into the yeast mixture. Make a well in the center of the flour and add the liquid. Mix the flour with the liquid using your hands until a sticky ball forms. Add more flour if needed. Knead the dough until elastic on a lightly-floured surface, 10 minutes. Coat a large bowl with the canola oil and place the dough inside and cover in plastic wrap. Let the dough rise until doubled in size, about 1 hour 30 minutes. Punch down the dough and divide into about 28 golf-ball-size balls. Cover with plastic wrap and let rise again until doubled in size, about 1 hour longer. Preheat the oven to 375 degrees F. Line a baking sheet with parchment paper.
For the filling: Mix together the bacon, onions and thyme in a small bowl. Take a dough ball and gently stretch out into a 3-inch-diameter flat disk. Place 1 teaspoon of the filling in the center and pinch to seal. Turn over seam-side down and gently form into an oval. Place on a baking sheet lined with parchment paper. Repeat with the remaining dough balls. Mix together a splash of water and the egg yolk in a small bowl. Brush each roll using a pastry brush. Bake in the center of the oven until the rolls are firm to the touch and golden, 10 to 15 minutes. Let cool slightly. Serve warm.
Recipe courtesy of Nadia G