Bring the milk, butter, sugar and salt to the boil in a saucepan, until the butter has fully melted.
Tip in the flour all at once and beat vigorously with a wooden spoon until the mixture forms a smooth ball and pulls away from the side of the pan, about 2-3 minutes.
Remove from the heat and let cool for a few minutes until lukewarm.
Beat in the whole egg, then the egg yolks one by one, mixing thoroughly after each addition, until you get a smooth, glossy dough.
Preheat the oven to 180°C. Using two teaspoons or a piping bag, pipe equal, walnut-sized mounds onto a buttered (or parchment-lined) baking tray, spaced apart.
Bake for about 25-30 minutes, until nicely risen and golden-red - do not open the oven for the first 15 minutes, or they will collapse.
Let cool, then slit or cut in half and fill with jam or vanilla cream.
Serve warm or at room temperature.
Based on: Malatinszky Fanny szakácskönyve (a classic Hungarian cookbook), modernised. Calories and protein are estimated.