Mix yeast, sugar, salt, and oil into lukewarm water.
Add rye flour and stir it well into the water before adding the wheat flour a little at a time. The dough should be quite wet, so it sticks to your fingers.
Turn the dough out onto a baking sheet lined with parchment paper. Put a little water on your fingers and flatten the dough until it is about 1 cm high and let it rise for 60 minutes.
Cut the dough into desired sizes with a knife.
Bake the rye rolls in a preheated oven at 220 degrees Celsius (428 degrees Fahrenheit) with fan-forced heat for 10 minutes