In a mixing bowl, combine the warm whole milk and 1/3 cup of granulated sugar. Sprinkle the rapid rise yeast over the top and let it sit for about 5 minutes until it starts to foam.
Once the yeast is foamy, add the melted butter, large egg, and 3 large egg yolks to the mixture. Stir until combined. In a separate bowl, whisk together 3 1/2 cups of all-purpose flour and 1 teaspoon salt. Gradually add the flour mixture to the wet ingredients, mixing until a soft dough begins to form.
Transfer the dough to a lightly floured surface and knead for about 5-7 minutes, or until it becomes smooth and elastic. Place the kneaded dough into a greased bowl, cover it with a kitchen towel, and let it rise in a warm place for about 1 hour, or until it has doubled in size.
While the dough is rising, prepare the cream cheese filling by combining the softened cream cheese, 1/4 cup granulated sugar, 1 tablespoon flour, and 1 teaspoon vanilla extract. Mix until smooth and creamy.
Once the dough has risen, punch it down to release the air. Divide the dough into equal pieces, about the size of a golf ball. Roll each piece into a ball, then flatten it into a disk. Place a spoonful of the cream cheese mixture in the center of each disk, followed by a dollop of your chosen jam. Fold the edges of the dough over the filling, pinching to seal.
Place the filled kolaches seam-side down on a baking sheet lined with parchment paper. Cover with a towel and let them rise again for another 30 minutes.
Preheat your oven to 375°F (190°C). In a small bowl, whisk together 1 egg and 1 tablespoon of water to create an egg wash. Brush the tops of the kolaches with the egg wash for a beautiful golden finish. Bake in the preheated oven for 15-20 minutes, or until they are lightly browned.
Once baked, remove the kolaches from the oven and let them cool on a cooling rack. These delicious kolaches are best served warm but can also be enjoyed at room temperature.
