Combine the yeast and sugar in a mixing bowl.
In a small pot, melt the butter with milk. Remove from heat and allow to cool 3-5 minutes.
Whisk in the eggs to the butter mixture.
Add this to the yeast/sugar in mixing bowl.
Carefully add in the flour and salt.
Use a dough hook on the mixer and mix until a dough ball forms.
Place dough into a greased, large bowl and cover with a towel. Allow to rise for about an hour. *At this point, you can place in refrigerator overnight to make for breakfast the next morning OR continue on with the directions.
*If you have refrigerated dough, allow to sit out on counter for 30 minutes before moving to next steps.
Place the dough on a well floured surface and roll to about 1/8" thickness.
Cut dough into 14 even pieces.
Place some jalapenos onto each dough square if using.
Place cheese halves onto each dough square.
Line 2 lil smokie sausages onto each dough square to fill entire center.
Fold the sides of the dough over the filling and place seam side DOWN onto a cookie sheet.
Place additional jalapenos on top of the jalapeno filled kolaches to differentiate between spicy and not.
Loosely cover cookie sheet with a towel and allow to rise an additional 30 minutes.
Preheat oven to 350 degrees.
In a small bowl, create the egg wash by whisking an egg with a splash of water.
Lightly brush this mixture on top of the filled dough aka kolaches.
Place cookie sheet in preheated oven and bake for about 25 minutes.
Remove and enjoy! *Careful, the insides are quite hot, so don't burn your mouth with the cheese or filling!