Mix all the ingredients in a bowl, first using a spatula, then kneading by hand until the bowl is completely clean.
Divide the dough into 4 equal parts and shape the brioches.
Brush with egg yolk and milk (optional), and bake: in an air fryer at 165°C (329°F) for about 20 minutes, or in the oven at 180°C (356°F) for 30 minutes.