Begin by warming the whole milk in a small microwave-safe bowl until it reaches a temperature between 100ºF to 110ºF, which should take about 30 seconds.

Pour the warmed milk into the bowl of a stand mixer. Add the all-purpose flour, granulated sugar, rapid rise or instant yeast, and kosher salt to the bowl.

Attach the dough hook to the stand mixer and mix the ingredients on low speed until the flour is fully incorporated, which should take about 2 minutes. Ensure to scrape down the sides of the bowl as needed during mixing.

Melt 3 tablespoons of unsalted butter in a separate microwave-safe bowl, and then add the melted butter along with the egg yolks to the dough mixture. Continue mixing until the dough becomes smooth and elastic, which should take around 10 minutes on medium speed.

Coat a large bowl with cooking spray or butter to prevent sticking. Transfer the dough to the greased bowl and flip it to ensure both sides are coated.

Cover the bowl with a clean towel and place it in a warm spot to allow the dough to rise. Let it double in size, which usually takes about 1 hour.

Step 3: Prepare the Rolling Pin

While the dough is rising, cover a wooden rolling pin (straight-sided or tapered) that is approximately 20 inches long with aluminum foil, ensuring the foil completely covers the rolling pin.

Preheat your oven to 375ºF and position a rack in the middle of the oven.

Melt 3 tablespoons of unsalted butter and brush it over the foil-covered rolling pin to prevent sticking.

Divide the risen dough into 4 equal pieces, each weighing a little less than 4 ounces.

Roll one piece of dough into a long rope approximately 2 1/2 feet long and 1/2-inch wide.

Starting at one end of the prepared rolling pin, tightly coil the dough rope around the rolling pin 4 to 5 times, ensuring to tuck and pinch the top and bottom of the rope onto itself.

Repeat the coiling process with a second piece of dough on the other side of the rolling pin, without overlapping the dough strips.

Use gentle pressure to press the strips of dough together by rolling the rolling pin lightly on the work surface.

Brush additional melted butter over the surface of the dough.

In a small bowl, whisk together granulated sugar and ground cinnamon. Sprinkle this mixture over the dough, rotating the rolling pin to coat the dough evenly.

Place the foil-covered rolling pin on a 9×13-inch baking pan, resting the handles on the short sides of the pan. Bake the chimney cakes for 10 minutes until they become slightly puffy and golden.

Remove the pan from the oven and rotate it to ensure even baking. Continue baking for another 10 minutes or until the chimney cakes turn golden brown.

Once baked, microwave the remaining 2 tablespoons of unsalted butter until melted. Brush the melted butter over the baked chimney cakes and sprinkle them with more cinnamon-sugar.

Allow the cakes to cool slightly before carefully sliding them off the rolling pins. Let them cool further before serving.

Serve the chimney cakes warm, accompanied by warm caramel sauce, hot fudge sauce, whipped cream, ice cream, sprinkles, coconut flakes, or crushed almonds for dipping or filling as desired.