Dissolve the yeast and water and let stand 10 minutes. It should be bubbly.
In a large mixing bowl, measure the flour, salt and sugar. Make a well in the center and add the egg, olive oil, lemon juice and the yeast.
Bring the flour from the sides towards the center and mix everything together until the dough comes together into a mass.
Lightly flour your work surface, then turn out the dough and knead it until it is smooth and elastic, about ten minutes.
Give the mixing bowl a quick wash and dry, then add about a tablespoon of oil to the bottom. Add the kneaded dough and turn the ball in the oil to coat it all over. Cover the bowl with a towel and set it aside to allow the dough to rise until doubled, between 45 - 90 minutes.
After it has risen, punch the dough down, then divide it into 80-gram portions. Form these into small rolls and transfer them to baking trays that have been lined with parchment paper. Give them a little pat to flatten them out slightly.
Heat the oven to 350°F/180°C.
Mix a tablespoon of olive oil with a teaspoon of sweet or smoky paprika in a small bowl and brush it on the ochíos. Sprinkle each one with a little coarse salt. Cover the tray and let stand for 20 minutes while the oven heats.
Bake for 25 to 30 minutes.
Allow the ochíos to cool, then slice, fill and serve.