In a cup combine warm milk, sugar and dry yeast and stir. Cover with kitchen paper and set aside for 10 minutes until the mixture becomes foamy.
In a large bowl beat the eggs shortly. Add the yeast mixture and the butter and continue beating until almost combined (the butter will probably remain in pieces, which is ok). Add the yogurt and the salt. Gradually add the flour, lowering the speed of the mixer.
When a soft dough starts to form, start kneading with the dough attachment of the mixer or by hand, until the whole 500 g flour is absorbed.
Make a ball out of the dough, flour it gently and leave it in the bowl. Cover with tea towels and leave in a warm place for 30 minutes to 1 h to raise.
Grease well the bottom and the sides of a rectangular baking pan (about 19x29 cm).
Roll the dough between two sheets of parchment paper. Brush from the melted butter on top of the rolled dough. Fold half of the dough onto the other half, so that the buttered side is enclosed inside. Roll the dough again. Brush again with butter and fold the same way, covering the buttered side. Repeat the procedure several times, until the butter is almost over.
Roll the dough into a rectangular shape (approximately 35x40 cm). Spread evenly the cheese and the ham on top.
Roll up the dough starting at the long side end. Use the parchment paper on the bottom as a support by lifting it. Make a log and cut it into 12 pieces (rolls). Arrange the rolls into the greased pan. Spread the remaining melted butter on top.
Cover the pan with parchment paper and on top with tea towels. Let it stay in warm place for 1-2 hours.
Preheat oven to 200 degrees C (400 degrees F). Bake for 30-40 minutes or until golden brown.
Remove from oven and cover with a tea towel. Let cool for 10-15 minutes before serving.