Cheese filling:
In a small bowl, beat together cream cheese, cottage cheese, and egg.
Add red bell pepper, cheddar, ham, green onion, and chili seasoning.
Pepper to taste. Set aside.

Dough:
In the mixer bowl, with the dough hook, combine flour, corn semolina, sugar, salt, and yeast.

In a small saucepan, heat water until warm and thermometer indicates between 125°F and 130°F (between 50°C and 55°C).
Add warm water to dry ingredients and then add just enough milk for the dough to form a ball (about 3 minutes).
Place dough on a floured surface.

Sprinkle dough with flour, turning to coat evenly. Cover and let rest for 10 minutes.
Divide dough into four portions and shape each into a ball.
Roll out each ball into an 8″ (20 cm) diameter circle.
Spread reserved cheese filling on the four dough circles, fold dough in half, and press edges to seal.

Glaze:
Mix egg yolk and water.
Brush each slipper with a little glaze.

On a baking sheet sprinkled with corn semolina, arrange slippers 2″ (5 cm) apart from each other.
Bake in a preheated oven at 450F (230C) for 15 to 20 minutes or until slippers are golden brown on top and crispy on the bottom.