Heat milk, butter, sugar and salt until butter melts; cool. Soften yeast in warm water; add to milk mixture with beaten eggs. Gradually add flour, mixing to make a soft dough. Turn out onto a floured surface and know until smoothand elastic, about 10 minutes. Grease a mixing bowl and place dough in it, turning to grease the top. Cover and let rise in a warm place until it doubles in size, about an hour.
saute bacon until fat is rendered. Remove bacon and drain. Pour off all but a little fat. Saute onions and cook until tender. Combine onions, bacon, ham, potatoes, bell peppers and pepper; set aside.
Punch down dough; divide in half. Roll half of dough to 1/4 inch thickness; cut into 4 ot 5 inch circles. Put bacon filling in center; brush edges with water. Fold in half and seal edges. Place on a greased cookie sheet. Repeat until all dough and filling are used. Beat 1 egg yolk with a little bit of water. Brush on top of buns. Cut slits in top, let rise for 20 minutes.
Bake at 375F for 20 to 25 minutes or until golden brown.