Stir together the yeast and lukewarm milk, then let the mixture rest for 10 minutes. While the yeast mixture is resting, stir together the flour, sea salt, sugar, egg, and heavy cream until combined, then add in the yeast mixture. Knead the dough with a hand mixer with a dough hook until a smooth dough forms.
Cover the dough with plastic wrap or a clean kitchen towel and let it rise in a warm place for 1 hour. Once it has risen, remove the dough from the mixing bowl and divide it into 5 equal segments. Roll out each piece into an ovular shape about 8 inches long and 4 inches tall.
Use a dough scraper to make thinly spaced cuts parallel to one another on the upper section of each rolled-out piece of dough.
Place the gorgonzola cheese, chopped pear, and chopped pecans in the uncut portion of the dough and roll everything up into a snug log. Repeat this process for the remainder of the dough.
Place the mozzarella, chopped sun-dried tomatoes, and sliced black olives in the uncut portion of the dough and roll everything up into a snug log. Repeat this process with the remainder of the dough.
Spread the crushed poppy seeds, rolled up segments of marzipan or almond paste, and golden raisins in the uncut portion of the dough and roll everything up into a snug log. Repeat this process for the remainder of the dough.
Grease a 9-inch springform pan and place the stuffed logs of dough around the edge.
Preheat the oven to 350°F, cover the springform pan, and let the dough rise in a warm place for 30 minutes. Brush milk over the surface of the stuffed wool roll bread, then transfer the springform pan to the oven and bake the stuffed wool roll bread at 350°F for 20 minutes, until golden brown. Serve each type of wool roll bread with a dipping sauce in the center: strawberry jam with the gorgonzola & pear bread, pesto with the sun-dried tomato & mozzarella bread, and vanilla yogurt with the almond & poppy seed bread.