Melt butter in warm milk. Add egg yolks. Pour flour and salt over warm milk and mix well. 'Cover and let dough rest for 10 minutes or more. Knead for 2 minutes. Let rest again. Roll out dough. Cut with a 4 inch circle. Put filling of your choice in center. Fold over and crimp to seal edges. Drop in a pot of boiling water until pierogi float to the top. Do not crowd pan to avoid sticking. Place pierogi on a cooling rack over a cookie sheet to cool. You can freeze them once cooled. Heat them in a pan of butter and sauteed onion or boil and cover with melted butter and onion.
For filling--saute onions; add mushrooms and saute for a few minutes. Add sauerkraut and simmer for 3 to 4 minutes. Fill Pierogi