In a medium mixing bowl, dissolve yeast and 1/4 teaspoon sugar in the warm water. Set aside.
In a saucepan heat the milk and butter on low until the butter is melted.
While the milk is heating, crush the fennel seeds by placing them between a folded sheet of parchment or wax paper and press down on them with a spoon.
Once butter is melted, remove from heat and add the sugar, salt, and fennel seeds to the warm milk and butter and stir to combine. Set aside to cool.
Once the milk has cooled (to about 110 degrees) and the yeast is foamy, combine both and add the egg yolks.
Stir in the flour little by little, combining as much as you can before adding more.
Transfer the dough to a greased bowl and cover and let it rise double, about 2 hours.
Dust a light layer of flour over the top of the dough and lightly punch it down so it deflates. Cover and let it rise again for 2 hours.
Turn the dough onto a floured surface and form into two equal balls.
Place each ball of dough on its own greased cookie sheet. Lightly cover and let rise again.
Preheat oven to 350 degrees Fahrenheit.
Gently prick the loaves with a fork all over, not deep, just lightly breaking the surface.
Bake for 25-30 minutes, until the loaves begin to lightly brown.
Carefully remove from the oven and brush the top with butter (optional).