1. In a large bowl, combine the flour, 1/4 cup sugar, salt, and yeast. Stir to mix.

2. In a separate bowl, whisk together the warm milk, melted butter, egg, and vanilla.

3. Pour the milk mixture into the flour mixture and stir until a shaggy dough forms.

4. Turn the dough out onto a lightly floured surface and knead for about 5 minutes until smooth and elastic.

5. Place the dough in a lightly greased bowl, cover, and let rise for 1 hour or until doubled in size.

6. While the dough is rising, make the custard. In a medium saucepan, whisk together the milk, 1/4 cup sugar, egg yolks, cornstarch, and salt.

7. Cook over medium heat, stirring constantly, until the mixture thickens, about 5-7 minutes. Remove from heat and let cool completely.

8. Punch down the risen dough and divide it into 12 equal pieces. Roll each piece into a ball.

9. Using your thumb, make an indentation in the center of each dough ball and fill with about 2 tablespoons of the cooled custard.

10. Place the filled dough balls on a parchment-lined baking sheet, cover, and let rise for 30 minutes.

11. Preheat the oven to 375°F.

12. Bake the Custard-Filled Sweet Bread for 18-22 minutes, until the tops are golden brown.

13. Allow to cool for 5 minutes before serving.