In a small sauce pan warm up water and stir in sugar until dissolved. Sprinkle yeast and set aside for 5 minutes or until the yeast activates.
In a medium size mixing bowl stir sifted flour and salt.
Add yeast mixture and oil to the flour. Mix with wooden spoon until completely hydrated.
Kneed on the counter for 3-5 minutes or until soft and elastic.
Form a dough ball and coat it with the oil. Put the ball in the greased bowl; cover the bowl with plastic wrap. Keep at warm spot until it doubles by volume, about 1 hour.
Pull the side of the ball by stretching it out and the folding it back on itself. Repeat the same with other 3 sides.
Form the ball put it in the greased bowl and cover with plastic wrap. Set aside for 30 minutes.
Filling
Crumble, shred and mix together cheeses, egg and flour until smooth and uniform. Create 3 equal size balls, cover with plastic wrap and keep refrigerated.
Divide egg yolks and keep each yolk separate.
Cut 3 small pats of butter, set aside.
Assembly
Preheat the oven with a pizza stone or upside down baking pan to 260ºC (500°F), rack at the bottom.
Turn the dough on a lightly floured counter. Cut it into 3 equal parts, making each piece into a ball. Cover with plastic wrap and let rest for 15 minutes.
Flatten and stretch the dough ball to about 10” diameter by using the tips of your fingers, similar to making a pizza round. If necessary you can use a rolling pin.
Fold in 1/3 of one side of the stretched dough round following with folding in 1/3 of the opposite side. Pinch and seal dough edges on the each end creating a boat shape. Gently spread folded sides and create opening in the middle.
Put a cheese ball in the middle, flatten it and fill the inside the dough boat. You don’t have to be very precise here, just roughly fill the middle. As cheese melts it will fill all crevices.
Bake for 11-12 minutes or until the dough is golden brown.
Take out of oven and by using empty egg shell create depression or imprint in the melted cheese. Pour in egg yolk into depression and put the pat of butter on top of cheese.
Put back in the oven and bake for another 2-3 minutes.
Repeat the same process with other two dough balls.
Serve warm. Use the fork to stir and mix together melted cheese, butter and egg yolk.