In a bowl of an electric mixer, combine flour, yeast, sugar and salt. Mix well. Use dough hook attachment.
In a sauce pot, over medium heat, heat up butter until almost melted and add buttermilk while stirring. Stir slowly while it's heather through. Use cooking thermometer to check that temperature is about 120 degrees.
Start mixer on low speed while pouring in buttermilk mixture.
Add egg yolks.
Once dry ingredients are mixed in with wet, rise speed to medium-high. Mix for about 5 minutes, until dough is smooth, elastic and is easily coming off the walls. Don't walk away because you will need to hold on to your mixer here.
Shape dough into a circle and place it in the bottom of the bowl. Cover with saran wrap and place in a warm, dry place for it to rise. Let it rise until doubled in size. It may take 45-60 minutes.
While dough is rising:
Preheat a large cooking pan with oil, over medium-low heat. Add sliced onions and sprinkle with a little bit of sugar and some salt. Stir well. Cook slowly (medium-low heat), stirring often, as the onions caramelize to nice brown color. It can take about 30-40 minutes. Set aside when done.
Grease a 9x13 baking dish.
When dough is ready, cut in half so it's easier to work with.
Roll out the dough to about 1/4 inch thick. Cut circles using a round cookie cutter (or another round cuter) that's about 4 inches in diameter.
Scoop about a tablespoon of caramelized onions in the center of each circle. Bring sides together, retaining round shape, and seal them well. Place dough rounds in a greased dish, seam down. Repeat with remaining dough. (You will have some scraps left over but most dough will be used.)
Lay out all the rolls evenly, in the pan. Cover with saran wrap and let them rise in a warm, dry place, to about a size and a half bigger.
Preheat oven to 375. Bake raised rolls for 18-23 minutes.
(Optional: top off with more caramelized onions before or after baking the rolls.)