If making by hand, in a large bowl, combine yeast, sugar and water. Let stand until foamy, about 5 minutes. Add oil and yolks and stir to combine, then add flour and salt and stir to combine. Turn dough onto a lightly floured surface and knead until dough is smooth and elastic.
If making in a stand mixer, combine yeast, sugar and water in the bowl of a stand mixer. Let stand until foamy, about 5 minutes. Place bowl on stand mixer fitted with a dough hook and add oil and yolks and stir to combine. Add flour and salt and mix on low speed until dough is smooth and elastic.
Coat a large bowl lightly with oil. Place dough in bowl, turning to coat. Cover bowl with plastic wrap and let dough rise in a warm draft-free place until doubled in size, about 1 hour. Punch dough down, then cover and let rise again for 30 minutes.
Preheat oven to 350 degrees F. Line a baking sheet with parchment paper. Turn dough onto a lightly floured surface. Cut into 16 pieces and cover with a towel. Working one at a time, roll dough into 10-inch ropes, then twist around and tie, tucking the ends underneath. (Alternatively roll each piece of dough into a ball). Cover and let rest for 10 minutes, then brush dough with beaten egg and sprinkle with sesame seeds.
Bake for 25-30 minutes until bread is golden and cooked through. Let cool on wire rack for 10 minutes, then serve.
To assemble sandwiches, cut bread in half and pile on brisket, BBQ sauce and cabbage slaw.
To Make the Slaw:
Combine all ingredients and let sit for 30 minutes or up to overnight.