In a small bowl, combine the warm milk and active dry yeast. Let it sit for about 5 minutes until it becomes frothy. This indicates that the yeast is active.

In a large mixing bowl, whisk together the flour, sugar, and salt.

Add the melted butter, egg, and the frothy yeast mixture to the dry ingredients. Mix until a dough starts to form.

Knead the dough on a floured surface for about 5-7 minutes until it becomes smooth and elastic.

Place the kneaded dough in a greased bowl, cover it with a damp cloth, and let it rise in a warm place for about 30 minutes, or until it doubles in size.

In a saucepan, heat the milk over medium heat until it is steaming (do not boil).

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

Gradually pour the hot milk into the egg mixture, whisking constantly to temper the eggs.

Return the mixture to the saucepan and cook over medium heat, stirring constantly until it thickens (about 5-7 minutes). Remove from heat and stir in the vanilla extract. Allow it to cool slightly.

Once the dough has risen, punch it down and roll it out on a floured surface into a rectangle about ½ inch thick.

Cut the dough into squares (about 3x3 inches).

Place a tablespoon of custard filling in the center of each square. Fold the corners of the dough over the filling and pinch to seal.

Place the sealed buns seam-side down in a greased baking dish.

Preheat your oven to 350°F (175°C).

Cover the buns with a cloth and let them rise for another 15 minutes.

Bake in the preheated oven for 25-30 minutes, or until golden brown.

Allow the buns to cool slightly before dusting with powdered sugar. Serve warm with fresh berries or fruit preserves for an extra touch of sweetness.