Place yeast, milk and sugar into Thermomix bowl and blend 5 sec/speed 6. Warm for 2 min/37ºC/speed 1-2.
Add flour and salt and mix 6 sec/speed 6. Knead 3 min/Interval.
Turn out onto Silpat mat and roll into a tight ball. Wrap and allow to prove for 30 minutes.
Meanwhile, roll butter between two pieces of baking paper into a large flat square about 1cm thick. Refrigerate.
Roll dough out into a square about 2cm thick. It needs to be slightly larger than the butter block. Place butter into centre of dough and fold corners in to meet in the middle as though it were an envelope.
Roll dough out again. Fold bottom third up and top third down over bottom. Roll flat and wrap. Refrigerate for 30 minutes.
Turn folded dough so that open ends are at the top and bottom and repeat folding bottom third up and top third down over bottom. Roll and refrigerate.
Do this at least three more times. The dough and butter should start forming thin layers.
Preheat oven to 200ºC and line a large baking tray with paper.
Roll dough out one final time to a large rectangle around 2cm thick.
Cut into triangles and roll, starting with wide part and finishing with pointy end. Brush with egg and bake for 15 minutes or until golden and puffy.