Dissolve the yeast in lukewarm water.
Add salt, sugar, oil, egg, and whole wheat flour, and stir together into a sticky mass.
Add plain flour, possibly keeping some back, and knead until the dough is smooth and elastic.
Let the dough rise covered until it has doubled in size - about 1 hour.
Punch down the dough and shape it into 8 small sausage buns. Place them on a baking sheet lined with baking paper. The dough doubles in size during baking, so remember to leave some space between the buns.
The sausage buns now need to proof with steam in a turned-off oven. Place the tray in the oven, put an oven-safe dish or similar at the bottom of the oven, pour boiling water from the kettle into the dish (about 1/2 l.), and close the oven door. Let the buns proof in the steam for about 30 minutes, adding some extra boiling water to the dish as needed.
When the buns are done proofing, take the tray and the dish with water out of the oven.
Preheat the oven to 200 degrees Celsius (392 degrees Fahrenheit) (392 Fahrenheit).
When the oven is hot, put the tray with the sausage buns in and bake the buns for about 15 minutes, until they are golden and fully baked.
Cool slightly on a wire rack before serving.