The middle of a creme egg is made of something called fondant which is made with a lot of sugar and food colouring. The sugary mixture is heated to a certain temperature to make it runny.
It is not real yolk the one in the creme egg, it is made of a mix a sugar and other substances as Ciara has said. The sugar it contains is called inverted sugar syrup
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Pheonix commented on :
Thanks for the brilliant answears.