Make the Custard Filling: In a bowl, whisk together egg yolks, sugar, cornstarch, and salt until smooth. Heat the milk in a saucepan until steaming. Gradually whisk the hot milk into the yolk mixture. Return the mixture to the saucepan. Cook over medium heat, whisking constantly, until it thickens into a very thick paste. Remove from heat and stir in vanilla and butter. Press plastic wrap directly onto the surface of the custard and refrigerate until completely cold and firm.

Make the Dough: In the bowl of a stand mixer, combine bread flour, instant yeast, sugar, and salt. Add the egg and warm milk. Knead with a dough hook on low-medium speed until a shaggy dough forms. With the mixer running, add the softened butter a piece at a time, waiting for each to incorporate. Knead for 10-15 minutes until the dough is very smooth, elastic, and passes the windowpane test (a small piece can be stretched thinly without tearing).

First Rise: Place the dough in a greased bowl, turning to coat. Cover and let rise in a warm place until doubled in size, about 1 to 1.5 hours.

Shape the Buns: Punch down the risen dough. Divide it into 8 equal pieces. Roll each piece into a smooth ball. On a lightly floured surface, flatten each ball into a disc about 3 inches wide. Place a tablespoon of the firm, chilled custard in the center. Gather the edges of the dough over the filling, twist them together tightly, and pinch the seam thoroughly to seal completely. Place each bun seam-side down on a parchment-lined baking sheet.

Second Proof: Cover the shaped buns loosely and let them proof in a warm place until puffy and nearly doubled. They should feel like a soft marshmallow when gently poked, about 45-60 minutes. Preheat your oven to 180°C (350°F) during the last 20 minutes of proofing.

Bake: Gently brush the proofed buns with the egg yolk and milk wash. Sprinkle with pearl sugar or sliced almonds if desired. Bake in the preheated oven for 18-22 minutes, or until deeply golden brown. Transfer the buns to a wire rack to cool slightly before serving. They are best enjoyed warm.