In a large mixing bowl, combine warm milk and granulated sugar, sprinkling yeast over the top. Let sit for 5-10 minutes until frothy.

Add melted butter, eggs, and vanilla extract to the yeast mixture. Whisk until well combined.

In a separate bowl, whisk together the flour and salt, then gradually incorporate into the wet mixture until a dough forms.

Transfer the dough to a floured surface and knead for 8-10 minutes until smooth and elastic. Adjust with more flour if needed.

Place the dough in a greased bowl, cover with a kitchen towel, and let rise in a warm place for 1-2 hours until doubled in size.

In a medium saucepan, heat milk over medium until just about to simmer.

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

Slowly pour the heated milk into the egg mixture while whisking continuously.

Return to saucepan and cook, stirring constantly, until thickened and bubbling, about 5-7 minutes.

Remove from heat and stir in vanilla extract and butter. Transfer to a bowl, cover with plastic wrap, and let cool.

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

Spread cooled custard filling over the dough, leaving a small border around the edges.

Starting from one long side, roll the dough into a tight log, pinch seams to seal, and tuck ends under.

Place seam-side down in a greased loaf pan. Cover and let rise for another 30-45 minutes.

Preheat oven to 350°F (175°C) during the second rise.

Brush the top of the risen dough with melted butter before baking.

Bake for 30-35 minutes until golden brown and a toothpick comes out clean.

Allow to cool in the pan for 10 minutes before transferring to a wire rack to cool completely.

Dust with powdered sugar before serving.