Start by pouring warm water into a container. Add the dry yeast and sugar, stirring to dissolve the yeast. Leave this mixture aside for 5 minutes to activate.
In a mixing bowl, combine the flour and salt. Add the activated yeast mixture and begin to knead. Incorporate the butter and the beaten egg, continuing to knead until the dough becomes fluffy and elastic. Cover the bowl and let the dough rise for about 1 to 1½ hours, until it has doubled in size.
Meanwhile, cut the halloumi into 22 small cubes. Once the dough has risen, divide it in half and then cut it into 22 pieces, each weighing about 30-35g. Shape each piece into a ball, then flatten it slightly, placing a cube of halloumi in the center. Fold the dough around the cheese, sealing it and reshaping into a ball. Place these filled dough balls on a baking sheet lined with non-stick parchment paper, arranging them to form the shape of a Christmas tree, with the seam side down.
Brush the buns with the beaten egg and sprinkle with coarse salt. Garnish with sprigs of rosemary for a festive touch. Allow the buns to rest for an additional 20 minutes to rise slightly. Bake in a preheated oven at 180°C (356°F) with the fan on, for 35-40 minutes or until the buns are golden brown.