Make custard cream. Heat milk in a pan to just before boiling. Meanwhile, in a medium bowl, add yolks, sugar, and cornstarch, and whisk well. Slowly add hot milk into egg mixture whisking constantly. Then put the liquid back to the pan and let it boil for a minute while whisking constantly. Remove from heat and add butter and vanilla, continuing to whisk. Pour the custard into a flat container, cover with plastic, and refrigerate at least for an hour.

Make Japanese basic bread dough. Finish to Step 3, the first rise of the dough, and go into Step 4. After forming the dough into 8 balls and letting them rest for 15 minutes, roll out each ball into a 4"x6" oval shape. Place 1/8 of custard cream in the middle of the dough, fold in half along long edges, forming a half circle. Push around the edge well to seal. Then cut five 1" slits around the half circle. Repeat for remaining dough and cream.

Place shaped dough on a baking sheet lined with parchment paper, leaving 2" (or 5cm) space in between. Leave them to double in size, about 1 hour. Brush egg wash (mixture of egg with a pinch of salt) on the surface of the dough.

Bake in a preheated oven at 400F (205C) for about 10 minutes, until browned.