Place first five ingredients in bread machine, in the order listed. Set on dough cycle. When cycle is done, place dough in warm place for 30 minutes (or more if necessary), and let rise until doubled. Once risen, punch dough down. On a lightly floured surface roll into a 16x12-inch rectangle. Cut dough in half to form two 8x12-inch rectangles. Roll up each half tightly, long wise. Taper end. Place loaves on a greased cookie sheet. Make deep diagonal slashes every 2 inches. Cover and let rise in a warm place until doubled. Mix water and egg yolk and brush on tops of loaves. Bake at 350°F for 20 to 25 minutes or until golden brown.