To make the bread dough: Combine the milk, sugar and yeast, stirring to dissolve. Add ONE CUP of flour, stirring to make a batter. Add egg yolk, butter and vanilla and stir until combined. Add the remaining flour to make a rough dough. Let the dough rest for 5 minutes. Turn out onto a floured counter and knead until smooth, adding only as much additional flour as required to keep the dough from sticking to the surface. Dough will be soft and somewhat sticky. Place in an oiled bowl, turning to coat. Cover with plastic wrap and allow to rise in a warm place until doubled in volume.