Challah rolls or challah buns are soft and fluffy yeast rolls and they are so delicious to have with some plain butter or jam. Challah bun is a type of yeast bread very similar to a brioche buns, but with no dairy on it. The simple challah dough is made with eggs, water, flour, oil, yeast ,honey and salt. The bread is typically pale yellow in color because so many eggs are used, and it has a rich flavor too.