Bread: In cup, combine yeast and water; stir to soften. Set aside. In large bowl, combine butter, sugar, and salt. Add scalded milk; stir until butter is melted. Cool to room temperature. Add eggs and 1 cup flour; beat well. Stir in yeast. Gradually stir in remaining 2 cups flour; mix well. Cover bowl with damp cloth; refrigerate dough about 4 hours.
Filling: In small bowl, combine cream cheese, sugar, egg yolk, and vanilla extract; beat until creamy. Stir in butterscotch flavored morsels.

Divide dough into 4 pieces. On floured board or counter, roll 1 piece of dough into a 12X8 inch rectangle. Cut into 4 inch squares. Spoon 2 tsp. filling onto the center of each square; bring opposite corners to center. Pinch to seal (don't let edges of dough touch filling, or it will not seal properly). Place 2 inches apart on a greased cookie sheet. Repeat with remaining dough and filling. Let rise uncovered in warm place for 30 minutes. Preheat oven to 400 degrees. Bake for 7-9 minutes

Glaze: In small saucepan, heat apricot jam over low heat, stirring constantly, until melted. Brush pillows with melted jam. Be sure to completely coat the tops of the pillows. This allows them to moisten.

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