To make the dough, scald the milk and add the butter and salt, stirring to combine. Sprinkle the yeast over the hot (not boiling) water and, when the milk mixture has cooled to lukewarm, add it to the yeast. Beat the egg and add to the milk and yeast mixture. Stir in flour, adding a bit more or less until the dough holds together in a ball. Grease lightly, cover with plastic wrap, and let rise at room temperature for about 90 minutes, until doubled in size.
Cook the breakfast sausage and seed (your choice) and thinly slice the jalapenos. Line a baking sheet with parchment paper.
When dough has risen, punch it down and divide into 12 portions. Roll each portion into a 2-1/2 by 5 inch (ish) rectangle. Sprinkle each with a heaping tablespoon of cheese, add a few jalapeno slices and a sausage. Roll the dough around the fillings, pinching to seal. Place seam side down on the baking sheet. Cover and let rise at room temperature for about 30 minutes, while the oven preheats to 350 degrees.
Bake for 25-30 minutes, until golden brown. Cool for about 20 minutes before serving.