Klobasnek Sausage Kolaches

Name: Klobasnek (Sausage Kolaches)
Ingredients: 1 cup whole milk; 8 tablespoons (1 stick) unsalted butter; 1 tablespoon (1 packet) active dry yeast; 1/4 cup sugar; 1/2 teaspoon kosher salt; 3 1/2 to 4 cups all-purpose flour; 2 tablespoons vegetable oil; 2 egg yolks; 1/2 cup (2 ounces) grated cheddar cheese; 2 whole pickled jalapeños, cut into 16 slices (optional); 1 pound smoked kielbasa sausage, cut into 8 (2-inch) pieces