In a microwave safe bowl, heat the whole milk and sugar in the microwave, stirring occasionally, until it reaches 110-115 degrees on an instant read thermometer. Stir in the active dry yeast, and set aside to bloom for about 5 minutes, until it looks puffy and foamy on top.
In the bowl of a stand mixer, add in the egg yolks, melted butter, and salt. Once the yeast mixture has bloomed, add it to the stand mixer as well, and stir everything together until combined. Add in 3 cups of flour, and use the dough hook to knead until it comes together. The dough should still be sticking to the bottom and sides of the bowl a little bit, and will be fairly sticky. When you poke it with your finger, it should feel sticky, but should not result in a clump of dough sticking to your finger, so add more flour as needed. Knead the dough for about 10 minutes on medium speed, or until it is stretchy and starting to look fairly smooth.
Scrap the dough off the dough hook, and scrap the sides of the bowl to form more of a cohesive ball. Then, cover the bowl with plastic wrap, and let the dough rise for about 30-45 minutes, or until it has risen significantly, by about 1/3 in size. Meanwhile, line a large baking sheet with parchment paper.
Scrap the dough out onto a heavily floured work surface, and coat all sides in flour to make it easier to work with. Using your hands, press the dough out until you have a circle that is about 1/2 inch thick. It doesn't have to be perfect- you can use a rolling pin if you prefer, but the dough should be really soft and easy to work with using your hands.
Using a 2 1/2 inch round cutter, or the closest you have to that size, cut out rounds from the dough, and place the rounds onto your prepared baking sheet with about 1/2 inch space between each round. Cover with plastic wrap, and let the dough rise for about 20-25 minutes while your oven preheats, and you make the filling. Preheat your oven to 375 degrees.
In a medium bowl, stir together the cream cheese, sugar, and vanilla extract until smooth. Have this mixture, and your jam, ready to go for the next step.
Once the dough rounds have puffed, press down the centers firmly. You want to make fairly large indents in the dough, and press firmly down- you don't want to break through the bottom of the dough, but you want to make sure that it won't just puff right back up. Generously brush around the edges of the dough rounds with your egg white- this is much easier to do BEFORE filling the dough rounds.
Dollop about 2-3 tsp. of the cream cheese mixture into each round, and use a spoon to spread it to fill the indent in the dough, and to make a little divit on top of the cream cheese mixture. Then, spoon about 1 tsp. of jam into the space on top of the cream cheese mixture.
Bake the kolaches for 15-17 minutes, or until the dough has become a light golden brown all over. Cool and enjoy!