In a small saucepan, heat the milk and yogurt until it reaches 95-110°F.
While the milk and yogurt are warming, place the flour, salt, milk powder, sugar, yeast, baking powder and soda in the bowl of a stand mixer. Mix on low with a paddle attachment to combine.
Add the warm milk/yogurt mixture, eggs, and vanilla. Turn the mixer on low and add the very soft butter. Mix the batter on low for 1-2 minutes. Scrape down the sides of the bowl and continue to mix the dough on medium-low for 2-3 more minutes.
Line a baking sheet with parchment paper.
Cover the prepared dough and allow it to rise for 30 minutes.
Preheat the oven to 375°F.
Divide the dough into 7 portions. Lightly flour a work surface.
Roll each dough portion out into a rectangle that is about ¼” thick and long enough to fit the hot dogs/sausages that you are using.
Place a hot dog/sausage in the center of the rectangle along with 1-2 tablespoons of shredded cheese. Fold the dough around the hot dog/sausage, making sure to tuck in the ends. The entire hot dog/sausage should be enclosed in the dough.
Place each savory kolache on the baking sheet with any seams facing down.
Brish the kolaches with melted butter and sprinkle with garlic salt if desired.
Bake for 30-40 minutes or until the dough reaches an internal temperature of 195°F. Allow the kolaches to cool for 10 minutes before serving.