In a medium bowl, stir together yeast, water, 1 teaspoon salt and 1 teaspoon sugar. Let rest for 10 minutes to allow yeast to bloom (it will bubble on the surface).
In a large bowl, stir together flour, 1 teaspoon salt and 1 teaspoon sugar. Add butter and, using fingers, rub the butter into the flour until the mixture resembles a coarse meal.
Stir in the egg, egg yolk and yeast mixture until combined.
Turn the dough out onto a well-floured surface and knead until the dough is smooth, 5 to 10 minutes. The dough is rather sticky, so you may need to add extra flour along the way.
Place the dough into an oiled bowl, cover with a kitchen towel and allow to rise in a warm, draft-free location until it doubles in size, about 1 hour.
Meanwhile, place the parsley, lemon zest, garlic and olive oil in a food processor and blend until combined. Transfer to a small bowl and stir in olives.
Preheat the oven to 350 degrees F. Line 2 baking sheets with parchment paper.
Turn the dough out onto a well-floured surface, form into a rectangle and roll to form an 18- by 9-inch rectangle. Spoon the parsley mixture down the center of the rectangle and spread until it almost reaches the edges. Starting from one long edge, roll the dough until it forms a long tube. Cut the roll into pieces that are 3/4 to 1 inch wide. Lay the pieces on the prepared baking pans and brush lightly with olive oil.
Bake until the rolls are golden brown, rotating the pans halfway through baking, about 20 minutes. Let the rolls cool. Serve.