In a large mixing bowl, combine the flour, sugar, instant yeast, and salt.

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

Gradually add the wet ingredients to the dry ingredients and mix until a dough forms.

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

Place the dough in a lightly oiled bowl and cover with a clean kitchen towel. Let it rise for about 1 to 1.5 hours, or until doubled in size.

In a medium saucepan, heat the milk over medium heat until warm but not boiling.

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

Gradually pour the warm milk into the egg mixture while whisking constantly.

Return the mixture to the saucepan and cook over medium heat, whisking continuously until it thickens (about 3-5 minutes).

Remove from heat and stir in the vanilla extract.

Allow the custard to cool slightly before using.

Preheat your oven to 350°F (175°C).

Punch down the risen dough and turn it out onto a floured surface. Roll the dough into a rectangle, about 12x18 inches in size.

Cut the dough into 12 squares (or 8 for larger rolls).

Spoon a generous amount of custard into the center of each square.

Carefully fold the corners of each square to the center, pinching the edges to seal the rolls.

Place the filled rolls on a greased or parchment-lined baking pan.

Cover the pan with a kitchen towel and let the rolls rise for another 30 minutes.

Bake in the preheated oven for 20-25 minutes, or until the tops are golden brown.

Once baked, remove the rolls from the oven and let them cool for a few minutes.

Dust the rolls with powdered sugar before serving.