Heat up milk in a microwave for 30s. Dissolve in sugar and sprinkle yeast on top. Let sit for 5 minutes or until foamy.
Add in greek yogurt, egg, salt and flour. Knead until a rough dough forms. The dough is wet and sticky, kneading by machine is ideal, kneading by hand may take 10+ minutes. Once the dough comes together, add butter and continue to knead until the it becomes smooth and elastic. Cover and let rise for about 1 hour.
Divide dough into 4 equal pieces. Shape into ball, cover and let rest for 15 minutes.
Working with 1 dough ball at a time, roll it out into a long strip. Add raisins or dried fruit of choice, pressing them into the dough. Roll up the dough from one end and before you reach the end, fold the sides in and then roll to close. Pinch the seams close and shape into a ball. Repeat with the rest of the dough balls. Cover and let rise for 1 hour.
Preheat oven to 350F. Brush with egg wash and bake for about 15 minutes or until the top is golden brown.