In a large mixing bowl, combine warm milk and sugar, then sprinkle yeast over the top. Let sit for 5-10 minutes until frothy.

Add melted butter, eggs, and vanilla extract to the yeast mixture and whisk until well combined.

In another bowl, whisk together flour and salt. Gradually add the dry ingredients to the wet mixture until a dough forms.

Transfer dough to a floured surface and knead for 8-10 minutes until smooth and elastic.

Place the dough in a greased bowl, cover with a towel, and let it rise in a warm place for 1-2 hours until doubled in size.

In a medium saucepan, heat milk until almost simmering.

In a separate bowl, whisk together sugar, egg yolks, and cornstarch until smooth.

Pour the hot milk into the egg mixture while whisking continuously, then return it to the saucepan.

Cook over medium heat, stirring constantly for 5-7 minutes until thickened. Stir in vanilla and butter and transfer to a bowl to cool.

Once the dough has risen, punch it down and roll it out into a rectangle about 1/2 inch thick.

Spread the custard filling evenly over the dough, leaving a small border.

Roll the dough tightly into a log and pinch seams to seal.

Place the rolled dough seam-side down in a greased loaf pan, cover, and let rise for another 30-45 minutes.

Preheat oven to 350°F (175°C). Brush the top of the dough with melted butter.

Bake for 30-35 minutes until golden brown. Let cool in the pan for 10 minutes before transferring to a wire rack. Dust with powdered sugar before serving.