Place 1 cup water in a large bowl of a standup mixer and sprinkle in the yeast, wait 5 min. until the yeast is dissolved and bubbles start to appear. Add in the two flours and mix well. Attach the dough hook and mix on low speed. Add the egg and the smoked cheddar cheese. Knead the dough on low speed until the dough cleans itself from the side of the bowl. Add more water by the teaspoon if needed.
Once the dough wraps around the dough hook continue to knead for 3 min. Remove dough and place in a greased bowl. Cover with a tea towel and set in a warm spot until double in size.
While the dough is rising, melt the butter and olive oil in a medium skillet and saute onions for about 20 min. on medium low, until caramelized. Season with salt and set aside.
Once the dough has risen, separate dough into 18 pieces. Create a small hole in the center of the ball and add 1 tsp. of the caramelized onion and the cube of mozzarella. Close up the hole and roll into a ball. Place seam side down on parchment on a cookie sheet. When all the rolls are done, cover again with a tea towel and let rest for 30 min.
Preheat oven to 375F. Brush rolls with the egg yolk mixed with water. Bake for 30 min. and serve warm. Freeze well, thaw reheat and serve.
Nutrition calculation is an estimation only. If you need nutritional calculations for medical reasons, please use a source that you trust.