Roll dough into an 11- x 8- inch rectangle. Place sausage on short end of dough; roll up jellyroll fashion. Pinch seams and ends together to seal. Place roll, seam side down, in a greased 8 1/2- x 4 1/2- x 3-inch loaf pan. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in bulk.
Combine egg yolk and milk; stir well. Gently brush mixture over top of loaf. Bake at 350° for 45 minutes or until loaf sounds hollow when tapped. Remove bread from pan; cool on wire rack.