This excess of egg yolks is also a strong characteristic of Portuguese pastry. A lot of Portuguese sweets are egg yolk (and cholesterol) rich: pastéis de nata (Portuguese Tarts), leite-creme (lemony custard), pastéis de Santa Clara, ambrosia, fios de ovos (the "angel hair" seen in the link above), etc...

The main reason is that many of these recipes were developed by nuns in convents. Convents were the places were the "unwanted" women would be "placed" in Catholic patriarchal societies. In ancient times a source of income for these convents was to wash rich people's clothes. After washing the linens, they had to be ironed and a common ingredient for starching and making them crisp smooth was egg whites. Because of this they'd have an immense supply of egg yolks that they began using for making pastries, after sugar plantations where introduced in Madeira island and Brazil, in the 16th and 17th centuries.