Begin by preparing the dough. In a small bowl, mix the yeast and 1/4 cup of the warm milk together and set aside.
In a large bowl, add in the flour, one egg, olive oil, salt and sugar and mix together with a fork until combined.
Pour in the yeast mixture and mix until combined. Pour in milk and knead the dough by hand or a bread machine until the dough has no more lumps and is a bit sticky.
Sprinkle some flour onto the bottom of the large bowl, place the dough ball on top and then sprinkle some flour on top of the dough. Cover the bowl with saran wrap and a kitchen towel or blanket to keep warm and let rise for one hour or until the dough has doubled in size.
Meanwhile, begin frying the bacon in a pan until crispy. Once crispy, remove from the pan and set aside on a dish to cool off. Place the frying pan back on the stove and add a drizzle of olive oil. Add in the onions, season with salt and black pepper and sauté over medium to low heat until softened. Mix the onion with the bacon together and set aside on a dish to cool off.
Once the dough is ready, sprinkle some flour on a cutting board and place the dough on top. Flatten the dough just a little bit with your hands and then slice into four equal strips. Cut each strip into three or four pieces. Roll each piece of dough into a ball by folding it into itself. Once all dough pieces are rolled, lightly flatten each of them out using the palm of your hand and place onto a baking sheet lined with parchment paper. Cover with a kitchen towel and let rise for thirty minutes.
Ten minutes before the dough is ready, preheat the oven to 375°F and place rack in middle position. Once the bacon and onion has cooled off, mix in the dried cranberries and set aside. Scramble one egg in a small bowl using a fork and set aside.
Once the flatten dough balls have puffed up, flatten the middle of each using a measuring cup slightly smaller than each dough roll. Brush the egg along the outer puffed rim of each dough roll and then scoop some of the bacon and onion stuffing onto the flattened middle part of each and place in the oven for twenty five minutes.
Remove from the oven, let cool and enjoy.