Crush the cheese using a fork. Add some salt if it tastes neutral. Stir the egg white in, if the cheese is too crumbly. Filling shouldn't be runny, but thick and compact, thicker than the cream cheese, and pretty salty.
For the starter - dissolve yeast with some lukewarm milk in a cup, add a teaspoon of sugar and a tablespoon of flour, stir to get smooth batter. Set aside at room temperature, or near the stove top, to let the yeast activate and fill the cup.
Sift the flour, add salt. Add activated yeast, egg, oil and milk, then combine using a wooden spoon to get smooth dough. The dough seems like too soft and too sticky at the beginning, but don't worry, continue with kneading, and soon your dough should start to separate from the bowl, and thicken. It is not necessary to knead the dough by hands, the wooden spoon works just fine (you may use any spoon, of course, the wooden spoon is common tool for all stirring and kneading works here at the Balkans). Grease the cling film with oil, cover the bowl, and set aside for at least an hour, at lukewarm place, to let the dough doubles in size.
Re-knead the dough, divide into 5 equal parts, shape them into balls. Each part should make 8 rolls, so you'll end up with 40 rolls, which should perfectly fit the regular oven pan, if lined in 5x8 order. Flatten each ball by hands over the floury working surface, then use a rolling pin to roll the dough out in a circle, a few millimeters thick. Use a sharp knife to cut the circle into 8 triangles. Take one triangle, stretch it in the air with your hands, to get it extended as much as you can, gently. Put some filling at the triangle base, then fold the edges of the base as shown at pic4, to avoid the filling leak out during baking. Roll. Arrange the rolls at the pan (5x8).
Lightly beat the egg yolk with a tablespoon of milk, then brush the top of each roll with the mixture. This is used to prevent forming thick crust, and to improve the color of baked rolls. Sprinkle with some sesame seeds, if you like.
Arrange the small peaces of margarine between the rolls, then bake in the oven preheated to 180°C for about 20 minutes. Be careful not to overbake them. Let them cool a bit, be careful as the filling is always more hot then the dough, take a seat in your favorite armchair, and start enjoying the softest cheese rolls ever. And don't think of calories, please :)