Put flour in bowl and crumble yeast into flour. Cut in butter as for pie crust. Mix yolks and sour cream, vanilla (yeast in water if dry is used), and salt. Mix well with flour mixture well. Divide into 4 (6 for smaller rolls) parts and refrigerate in plastic wrap overnight.
Roll out one piece of dough into rectangle on powdered sugar. Spread 1/2 of one type of filling evenly over rectangle of dough, leaving about 1 1/2 inches around edges. Roll jelly roll fashion and tuck in ends. Brush with beaten egg and bake on greased sheets in a preheated 350-degree F oven for 45 minutes.
Combine all ingredients in a saucepan. Simmer for 30 minutes. Let cool entirely before using as a filling.