Over medium heat, warm the milk and the butter until the milk is just beginning to steam, but is not boiling, and the butter is melted. Remove from the heat.
In a large mixing bowl, whisk together the yeast, sugar, salt, and 1 1/2 cups of the flour. Pour in the warm milk mixture and stir until a sticky dough has formed. Cover the dough and let it rest for 30 minutes.
Once the dough has rested, beat together the oil and egg yolks in a separate bowl. Pour the eggs into the flour mixture and blend until fully incorporated. Slowly stir in enough of the remaining 1 1/2 to 2 1/2 cups flour until the dough comes together and is soft but not sticky. Turn the dough out onto a floured surface and knead for about 10 minutes, or until it is smooth.
Place the kneaded dough in a lightly oiled bowl and cover. Allow to rise until doubled in size, about 1 hour.
Line a baking sheet with parchment paper. After the dough has risen, punch it down and divide into 8 even-sized pieces. Using your hands, roll the pieces of dough into balls, flatten the balls into disks, and then pull the disks into oblong rectangles. (The rectangles, in my experience, held more filling than circles, creating a better dough-to-filling ratio.) Stretch the rectangles to about 1/3-inch thickness, then divide the scrambled eggs, chorizo, cheese, and jalapeños among the eight kolaches. While you don’t want to overstuff, don’t be shy, either—otherwise you’ll end up with a sad little tunnel of filling in a mass of bread. Once you’ve filled, fold one side over the other, like a burrito. They’ll likely feel a little too buttery and a little too soft. It will all work itself out in the oven, I promise. Place kolaches on the lined baking sheet 1 inch apart, seam side down. Cover and allow to rise for 45 more minutes.
Preheat the oven to 375° F.
Bake, uncovered, for 15 to 18 minutes, or until lightly browned. Serve warm, with hot sauce or mustard, if you’d like. They are best on the day they are made, but they can be tightly wrapped and then reheated, up to 2 days after baking. They can also be frozen and reheated in a 350° F degree oven.