Prepare a sourdough from 2 teaspoons of sugar, milk and yeast. Mix flour, a pinch of salt, sugar, egg yolks, milk, oil and sourdough in a bowl. Leave the dough to rise for about 1 hour - to double the volume.
Once the dough is leavened, make a pudding. After cooling, whisk with butter. Meanwhile, put the cream in the fridge.
Make rolls with a diameter of about 0.4" and 8" long, and by folding them in half, create two strands, braid them and insert the end down. (Try to create "snakes" with a thickness of the finger and cut each in 8" piece.)
Leave to rise on the tray, wash with a beaten egg and bake at 390 °F / 200 °C for about 15 min.
When they cool, cut, fill and sprinkle them with icing sugar. You should get 16 pieces, 4" long.