Preheat oven to 375 degrees F and spray bottom and sides of baking dish with cooking spray. Set aside.
In a large bowl, add Greek yogurt and milk, whisk until well mixed.
Add flour and stir with spatula to combine, then proceed to mix with your hands until a ball of dough forms. Dough should be not sticky but not dry. Add more flour, if necessary.
Place dough onto a floured countertop, shape into a log or round and divide into 12 even pieces. Flour your hands as needed, roll each piece into a ball and place into previously prepared baking dish in 3 rows of 4.
In a small bowl, wadd egg yolk and 1 tablespoon of cold water. Whisk with a fork, then brush on top of rolls.
Bake for 30-33 minutes or until just slightly golden. Serve hot.
Video
Notes
Store: Keep in an airtight container in a cool dark place for 3-4 days.
Freeze: Freeze in a resealable Ziploc bag for 3 months. Thaw on a counter for a few hours or pop into microwave or toaster.