Beat together warm water, sugar, yeast, 1 cup warm milk and 1 ¾ cups flour thoroughly and let stand for 1 hour. (I usually make the sponge in a large metal bowl, and let it sit in a barely warm oven for the hour. I preheat my oven to 170, then open the door of it to let some of the heat escape for about 3 to 5 minutes. BE SURE TO TURN YOUR OVEN OFF! I cover the bowl with a clean flour sack towel and pop it in.).
Add Crisco, ¼ cup warm milk, salt, egg yolks and 2 ¼ cups flour. Beat well and let rise until double in bulk. (when I put the sponge in the barely warmed oven, I microwave the Crisco. It's really hot, so I let it stand out while the sponge is percolating. If you put the Crisco in when it is too hot, it will kill the yeast. The results are not pretty. If the Crisco starts to firm up again before the hour is up, microwave it for 10 second intervals at a time until it is soft enough to add, just don't get it too hot.).
Then work down the dough (stir it with a wooden spoon. It releases all the "air" trapped in it. The dough will be very soft, and a little sticky.).
Make the parts for each sausage roll. Cover the sausage with the dough you have patted out.( I use a silpat, and pat each golf ball size blob down to a rectangle about 3 inches by 5 inches and about ¼ of an inch thick.) Make sure to seal the sausage up well, and place the seam side down on the sheet pan. If using the larger sausages, I pinch off about an egg-sized ball of dough, roll, then pat out. You can also add cheese and jalapeno if using plain sausages. If in doubt, less dough is better than more dough. This stuff rises like crazy, especially if your yeast is fresh.
Beat the egg whites and water together to make an egg wash. Brush the egg wash over the tops of the kolaches. (This makes them a beautiful golden brown. I don't always even add the water and it works great).
Let rise 15 minutes. (I've found that 15 minutes is plenty, because the kolaches continue to puff up in the oven)
Bake at 400 degrees until golden brown, about 15 minutes.
If you have any left-over dough, roll it into balls, flatten it a bit, make indentions with your thumb, and fill with cherry pie filling, jelly, jam, basically whatever your heart desires. Top with a confectioners-sugar-and-milk glaze after baking. Yum!