Add cream and milk to a small sauce pan and bring to a simmer, turn off heat and transfer to a stand mixer mixing bowl.
Dissolve the sugar in the hot milk mixture using a whisk or spatula. Let it cool down to below 110°F.
Sprinkle active dry yeast over the liquid surface and let it bloom for 10 - 15 minutes, the mixture should puff up.
Add 2 cup of flour along with the salt to the liquid mixture.
Knead with the dough hook on speed 2 until the dough comes together.
If the dough is too wet, add the reserved flour, 1 tablespoon at at time, and continue kneading. The dough should still be wet but not too tacky.
Grease a large bowl with cooking spray, butter or oil.
Dump the dough out onto a lightly flour counter top and knead into a ball.
Place the dough into the prepared bowl and let rise in a warm place for 2 - 3 hours until at least double in size.
Sear the little smokies on all sides on a skillet over medium heat. Place them on paper towel to soak up some of the grease.
Dump the risen dough out onto a lightly flour counter top and roll into a rectangle about 10”x12”, with the longer side facing you.
Cut the dough in half so you get two 5”x12” strips of dough.
Then divide each strip into 19 smaller strips about ⅝” wide and 5” long.
Roll each sausage in one strip of dough and place on a parchment line baking sheet about 2” apart and let them rise for 2 - 3 hours until at least double in size.
Beat one egg with a tablespoon of whole milk to make egg wash.
Lightly brush egg wash all over the risen dough.
Preheat oven to 375°F.
Brush the dough with egg wash the second time just before they go into the oven.
Bake at 375°F for 12 minutes until golden brown.