Place the water, flour, sugar, salt and yeast into a bread machine pan in the order recommended by your manufacturer. Make sure the salt, water and yeast are not touching. Select the dough cycle, and press start.

When the cycle has completed, take out the dough and place it in a greased glass bowl, turning it to coat all sides. 

Cover with a clean cloth. Let rise in a warm place (I like my oven with the light on) for 30 minutes, or until it has doubled. Dough is ready if indention remains when touched. 

Punch down the dough. On a lightly floured surface, roll the dough into a 13x9 rectangle. Cut dough in half, and roll each rectangle up length wise, making sure to press out any air pockets. Roll to gently taper the end. 

Place 3 inches apart on a greased baking sheet. Make a deep slash vertically on each loaf with a sharp knife. Cover, and let rise in a warm place for 40 minutes, or until doubled. 

Preheat the oven to 375 degrees. Mix the egg yolk + water in a small bowl and brush over each loaf. Bake for 25 minutes, or until golden brown.