Heat the milk and ¾ cup butter over medium heat until the butter is fully melted.
In a large mixing bowl, preferably a stand mixer, combine ¾ cup flour, yeast, sugar, and salt.
Pour in milk & butter mixture and stir until combined. Cover with a damp towel and let rest for 30 minutes.
Whisk together the egg yolk and oil. Add to dough and mix until fully incorporated.
Slowly add remaining 1¼ cups flour. Dough should be very soft. Knead for 10 minutes until smooth.
Cover with a damp towel and let rise for an hour, until roughly doubled in size.
While dough rises, mix together the sausage, cheddar, and jalapenos.
Divide the dough into 8 balls. Stretch into a 4” circle in your hands and place an eighth of the filling in the center. Pinch the edges together and place seam-down on a parchment-covered baking sheet.
Repeat for the rest of the dough. Cover the tray lightly with plastic wrap and let rise for another 30 minutes.
Preheat the oven to 375°. Melt remaining 1 T. butter in the microwave.
Bake at 375° for 17-20 minutes, until the tops are golden brown. Immediately brush with melted butter and sprinkle with coarse salt.
Serve warm from the oven or heated up for roughly 30 seconds in the microwave.