Scald milk by heating in a small pot over medium-low heat for a couple minutes, stirring, until steam rises and tiny bubbles for around the edges. Remove from heat.
Add water and allow to cool to lukewarm (95-105°F)
Stir in yeast to dissolve and set aside.
Cream butter, sugar, and salt together until smooth and fluffy. Mix in egg yolks.
Add in the yeast-milk mixture and half the flour. Beat on medium speed for 5 minutes.
Add the rest of the flour to form a firm dough. Cover and let rise until doubled.
Meanwhile, make the filling.
Once dough has risen, punch down and knead by hand on a floured surface for a couple of minutes. Divide into 24 balls.
Arrange balls 1 inch apart on a parchment-lined baking sheet. Brush with melted butter and cover. Let rise 45 minutes.
Preheat oven to 350F.
Press holes in the dough balls to fit a large spoonful of apricot filling and fill each with a couple tablespoons of apricot.
Bake 12-15 minutes until golden brown. Serve warm.
Filling
Chop apricots and combine in a pot with water to cover them and sugar. Simmer 10 minutes until softened. Mash to form a chunky puree. Cool.