• All ingredients ready? Let's begin!
  
• Set all the butter out so it can soften to room temperature.

To make the bread:

• In a small bowl, add the milk. Put it in the microwave for 30 seconds or until it’s warm.
  
• Add the yeast and sugar then stir to mix. Let sit for 5 minutes.
  
• In the bowl of a stand mixer, add the flour and salt. Whisk to combine.
  
• After the yeast mixture is bubbly on top, add it to the dry ingredients along with the egg. Use the dough hook attachment to mix.
  
• Once the ingredients have molded into a soft dough, turn up the speed on your mixer just a bit and keep it going for 10 minutes. The dough should become smooth, sturdy, and stretchy.
  
• Chop the butter into small pieces and add to the bowl of the mixer. Keep kneading for another 10 minutes.
  
• Grease a bowl and transfer the dough to it before covering it with a kitchen towel. Put the bowl in a warm spot to rise for at least 1 hour. It should have doubled in size.
  

To make the cookie dough:

• In the bowl of a stand mixer, add the butter and sugar. Use the paddle attachment and beat until smooth and fluffy.
  
• Add the vanilla and egg. Beat until incorporated.
  
• In a separate bowl, combine the flour, baking powder, and salt. Whisk together.
  
• Add the dry ingredients to the wet and beat until just mixed. Use a spatula to scrape down the sides of the bowl as needed.
  
• Split the cookie dough into 8 equal portions and place on a baking tray covered with parchment paper. Put the cookie dough in the fridge.
  

To shape:

• Lightly flour your counter or other clean surface. Turn the bread dough onto the counter and knead a few times.
  
• Divide the dough into 8 even portions and knead each piece to roll it into a ball.
  
• Place the dough balls to the side and cover with a towel. Let rest for 15 minutes.
• Reflour your surface and place the cookie dough onto it.
• Shape each cookie dough portion into a ball then roll each out into a thin circle.
  
• Take the bread dough balls and place one in the middle of the cookie dough circles with the seam facing up.
  
• Fold the cookie dough around the bread dough and pinch the ends together to cover the bread.
  
• Roll the top of the balls in course sugar then place on a parchment lined baking tray, leaving space between.
  
• Use a sharp knife to score the top of the balls with a crisscross pattern, about 3 slices each direction.
  
• Cover with a cloth and leave in a warm spot for about an hour or until doubled in size.
  
• Preheat the oven to 355F and bake for 15 minutes. They should come out golden and crisp on the outside.
• Move to a wire rack to cool before serving.