1. In a mixing bowl, dissolve yeast and sugar in warm water. Let sit about 10 minutes.
2. In a separate bowl, place flour, salt and melted butter. Make a well in the center and place egg white and yeast mixture in. Mix thoroughly until consistency of an elastic ball (add more water or flour if necessary).
3. Divide the dough into 6 equal pieces and form them into rounds. Using a rolling pin or hands, form each round into strip (it should be twice the length of the sausage).
4. Wrap sausage links with dough, overlapping strips slightly.
5. Place them in a baking dish, previously covered with lightly greased foil or parchment paper. Brush the tops with egg yolk. Let stand for about 15 minutes.
6. Preheat the oven to 350 degrees F (175 degrees C).
7. Bake in the preheated oven for 20 minutes, or until golden brown. Serve with ketchup.