Warm the milk to about 110°F, sprinkle yeast over it, and let it sit for five minutes until foamy.

Combine flour, sugar, and salt in a bowl. Create a well in the center and add the yeast mixture, eggs, vanilla, and butter.

Mix until a shaggy dough forms, then knead on a floured surface for about eight minutes until smooth and elastic.

Place the dough in a greased bowl, cover, and let it rise for ninety minutes until doubled in size.

For the cream filling, whisk egg yolks, sugar, and cornstarch in a saucepan. Gradually add milk while whisking.

Cook over medium heat, stirring continuously until thickened. Remove from heat and stir in vanilla and butter. Refrigerate until cool.

Whip heavy cream to stiff peaks and fold into the chilled custard.

Once the dough has risen, punch it down and divide into twelve pieces. Shape into balls and let rise for another forty-five minutes.

Preheat oven to 375°F. Brush tops with beaten egg and bake for 15-18 minutes until golden brown.

Let buns cool completely before filling. Cut a slit in each bun and pipe in the cream filling.