Scald the milk with the cooking fat, then cool until warm. Dissolve yeast in the warm milk, then add sugar and salt. Add 2 cups flour, beaten egg yolks, and flavoring. Stir well, then add remaining 2 cups flour. Mixture will be sticky, but with care it can be handled. Add a little more flour if necessary. Roll out on floured board to about ¼-inch thickness, and spread with soft butter. Fold into thirds and roll again, repeating this 3 times. Place on floured foil, being sure to cover entirely, and refrigerate. When ready to use, cut in strips about 3 inches long and ¾ inch wide. Shape each strip into long roll, twist, and tie in loose knot, turning the ends under. Let rise about 2 hours, then bake at 375 degrees F for 15 minutes or until light brown. Frost or glaze, if desired, by mixing 1 cup confectioners’ sugar with 3 teaspoons water, orange juice, or milk, and desired flavoring.