1. Preheat oven to 375°F (190°C).
2. In a small bowl, dissolve yeast in warm water. Let stand until creamy, about 10 minutes.
3. In a large bowl, combine the yeast mixture with the warm milk, sugar, melted butter, eggs, flour, and salt. Mix well until a dough forms.
4. Knead the dough on a lightly floured surface until smooth and elastic, about 6-8 minutes. Place dough in a lightly oiled bowl, cover with a damp cloth, and let rise in a warm place until doubled in volume, about 1 hour.
5. Punch down the dough and divide it into 12 equal pieces. Flatten each piece and wrap it around a sausage link and a sprinkle of cheese. Pinch the seams to seal.
6. Place the kolaches on a greased baking sheet. Let them rise for another 20 minutes.
7. Bake in the preheated oven for 12-15 minutes, or until golden brown.
8. Serve warm and enjoy!