For the dough: Warm the milk and 1/2 cup water in a medium saucepan over low heat until it is about 100 degrees F (but no more than 110 degrees). Remove the saucepan from the heat, and sprinkle the yeast over the liquid. Sprinkle a pinch of the granulated sugar over the top, and set aside without stirring until foamy, about 5 minutes. Then whisk in the butter and egg yolk.
Whisk together the flour, remaining granulated sugar and salt in a large bowl. Make a well in the center, and stir in the yeast mixture with a wooden spoon until you've made a thick, slightly sticky dough. Turn the dough onto a floured work surface, and knead until soft and elastic, about 6 minutes. Shape the dough into a ball.
Brush the inside of a large bowl with butter. Put the dough ball in the buttered bowl, turning to coat lightly. Cover the bowl with plastic wrap, trace a circle the size of the dough ball on the plastic and note the time. Let the dough rise in a warm place until doubled in size, about 1 hour 30 minutes.
Turn the dough out of the bowl, and knead briefly to release excess air; re-form the dough into a ball, and return it to the bowl. Lightly butter a large piece of plastic wrap, and lay it on the dough. Cover the entire bowl tightly with the rest of the plastic, and refrigerate for 4 hours or overnight to let the dough proof.
To make the filling: Melt the butter in a medium skillet over medium heat. Add the leeks, and cook, stirring frequently, until softened and just beginning to caramelize, about 5 minutes. Sprinkle the leeks with the flour, and cook, stirring constantly, until lightly browned and toasted, about 1 minute. Whisk in the wine and 1/4 cup water, and let the mixture thicken, whisking constantly, about 1 minute. Remove the skillet from the heat, and stir in the Gruyere, 1/2 teaspoon salt and a few grinds of pepper. Transfer the filling to a medium bowl, and let cool completely. (The filling will firm up a bit, but if it's too warm, it will be difficult to form the rolls.)
To fill and form the rolls: Butter a 9-by-13-inch baking pan with the 2 tablespoons softened butter. Turn the dough onto a floured work surface, and press it flat. Roll it into a 10-by-18-inch rectangle, with 1 long edge facing you. Spread the cooled filling evenly over the dough, leaving about a 1-inch border on the side opposite you. Sprinkle the ham over the filling. Starting from the side facing you, roll the dough up into a tight roll. Lightly brush the 1-inch border with water, and continue rolling to seal the roll. Fold the ends in just a bit, and if any spots look thicker than others, even out the roll with your hands.
Cut the roll every 1 1/2 inches with a serrated knife, to make 12 buns. Place the buns cut-side-down (except for the end pieces) in the prepared pan, spacing them 1 inch apart. Cover the buns loosely with plastic wrap. Set in a warm place to rise until the buns double in size, with no gaps in between, 1 hour 30 minutes to 2 hours.
Position the rack in the center of the oven, and preheat to 350 degrees F. Bake the buns until they're golden brown and the tops spring back when pressed lightly, 25 to 30 minutes. Let cool in the pan for 10 minutes.
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