In a large bowl, stir together flour, yeast, sugar and salt.
To the mixture, add the egg, butter and warm milk. Mix well, then roll out to the floured surface and knead dough until smooth and elastic, about 5 minutes.
Place dough in greased bowl, cover with clear plastic and towel (it creates a better environment for the yeast than when covering with only the towel, plus the top doesn’t dry out), and set in a warm place to rise until double in bulk, about 1 hour.
Deflate the dough, and turn it onto a lightly floured surface. Remove enough dough (about 2 - 2 ½ inches in diameter) to form eyes. Divide this ball into a half, then each half into a half and so on until you get 8 equal-size balls.
Divide remaining dough into four equal pieces (using the same technique) and form into round balls.
Place on a parchment paper lined baking sheet at least two inches apart. With the scissors, cut two small “nests” into each ball to create the room for eyes.
Pinch the “eye” dough on one side and place it into the “nest”. Use your fingers to widen the nest hole as necessary and then to squeeze it around the eye to secure it.
Cover the rolls lightly with a damp paper towel and let rise until doubled in volume, about 30-40 minutes.
Beat the egg yolk with water and brush the mixture onto fully risen rolls with a pastry brush.
Bake in the preheated oven on 355 degrees Fahrenheit on the middle rack for about 15 minutes or until the rolls are golden brown and shiny-looking.
Let the rolls cool completely before adding finishing touches with the edible marker.
Cut the rolls in half, but not all the way through. For filling, use your favorite sandwich combination: butter, mayo, lettuce, tomato, salad dressing, mustard, cheese and meat.