In a small saucepan, heat milk over low heat until warm, about 110 degrees F. Remove from heat and add yeast and sugar. Stir to dissolve and let sit for about 10 minutes, until mixture is foamy and smells yeasty.
In a large bowl, mix together flour and salt. Pour in yeast mixture and melted butter. Stir until dough starts to form, then finish by kneading until it all comes together. Cover bowl with plastic wrap and let rest for 1 hour.
To make the filling and finish:
Preheat oven to 350F and line a baking sheet with parchment paper.
On a lightly floured surface, roll out dough into a rectangle, about ¼ inch thick or thinner, if you can manage. Trim dough to make a clean rectangle (I skipped this step, and it made the roll a bit uneven). Drizzle honey all over dough, staying about ½ an inch away from the edges. Spread poppy seed filling evenly all over dough, again staying about ½ an inch away from the edges.
Starting from one of the long edges, roll rough into a cylinder. Transfer to baking sheet, placing the seam on the bottom. Connect the two ends, making a wheel. Next, press edges together, pinching dough so they stay together.
Using a sharp knife, make a few long cuts in the top of the roll, going through a single layer of dough. Brush roll generously with egg yolks and bake for 30-40 minutes, until dough is golden brown. Let cool slightly and sprinkle with powdered sugar before serving.