In a large mixing bowl, combine the warm milk and sugar. Sprinkle the yeast on top and let it sit for 5-10 minutes until foamy.

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

In another bowl, whisk together flour and salt. Gradually add 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 dough in a greased bowl, cover with a kitchen towel, and let it rise in a warm place for 1-2 hours or until doubled in size.

In a medium saucepan, heat the milk until just shy of simmering. In a separate bowl, whisk together sugar, egg yolks, and cornstarch.

Slowly add warm milk to the egg mixture while whisking. Return to saucepan and cook over medium heat, stirring until thickened (5-7 minutes).

Remove from heat and stir in vanilla extract and butter. Let custard cool to room temperature.

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

Spread cooled custard over the dough, leaving edges clear. Roll tightly and seal seams.

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

Preheat oven to 350°F (175°C). Brush top of dough with melted butter and bake for 30-35 minutes until golden brown and a toothpick comes out clean.

Let cool in pan for 10 minutes, transfer to wire rack, and dust with powdered sugar before serving.