Make the sugar cookie dough and put it in the refrigerator to chill.
Add the yeast and sugar to the water and set aside for 5 minutes.
Add the rest of the ingredients except sugar cookie dough and knead until the dough holds ogether in a soft ball. It will be slightly sticky. This will take 4 to 5 minutes with a mixer.
Put the ball of dough in a greased bowl and lightly grease the top. Cover with a tea towel.
Let rise for about an hour, or until double.
Punch down and divide the dough in 16 equal sized pieces.
Set aside for 20 minutes.
Get the sugar cookie dough and divide into 18 pieces.
Flatten a bread dough ball and then shape it into a ball with a smooth top. Do this by pushing the dough up through a circle made by your thumb and forefinger. Tuck extra dough underneath. It's easier to do than to explain!
Now, roll a cookie dough ball into a 3 inch circle. Put the bread dough ball in the center of the circle, smooth top side down.
Gently pull the sugar cookie up around the bread dough, keeping it smooth and leaving a circle of the bread uncovered by cookie dough.
Gently roll the top of the dough ball in sugar.
Put the ball with the uncovered side down on a cookie sheet covered with parchment or silpat.
Use the edge of a knife to dent the top of the dough in a checkerboard pattern. Do not cut through the cookie!
Let rise for 1 hour, or until double.
Bake a 350F for 10 to 15 minutes, taking them out when done but before they brown. (mine browned and they still tasted great!)