Soften yeast in 1/4 cup warm water. Heat milk, sugar, butter or margarine and salt until the sugar dissolves; cool to lukewarm. Stir in 2 eggs. Stir in yeast mixture and 2 cups of the flour, beat well. Stir in enough of the rest of the flour to make a moderately stiff dough.
Knead on floured surface till smooth, and shape into a ball. Place dough into a greased bowl and cover with a towel. Let rise until doubled, then divide in half.
To make Filling: Combine the poppy seeds with the lemon peel and lemon juice and mix well. Set aside.
Roll each half of the risen dough into a 17 x 12 inch rectangle. Cut into 4 inch circles. Put about 1/2 Tablespoon of the filling on each circle. Moisten the edges, bring the sides together and pinch, forming a triangle. Place on a greased cookie sheet and cover. Let the dough rise again until doubled.
Brush with egg yolk mixed with water, then bake at 350 degrees F (180 degrees C) for 15 to 20 minutes.