Dissolve the yeast in 100ml warm milk and mix with a little flour into a paste. Sprinkle with a little more flour, cover and let rise in a warm place 15 minutes.
Add the rest of the flour, the remaining milk, icing sugar, melted butter, vanilla sugar, egg yolks and salt then knead with your hands until smooth. Cover and let rise 20 minutes.
Punch down the dough and let rise another 20 minutes. Meanwhile, preheat oven to 190 degrees C and line a baking tray with baking paper.
Divide the dough into 3 parts and form into balls. Place on the baking tray and let rise 20 more minutes. Brush with beaten egg yolk and let dry. Make an indentation in the centre with your finger and cut three shallow radial cuts. Bake 50 minutes or until brown.