In a large bowl whisk together flour,salt and sugar, add yeast and mix gently, make a well in the middle and add egg, butter and vanilla, mix with a fork, slowly add milk (warm to a little bit warmer than room temperature). Continue to mix with a fork until it is almost all together.
Then move to a lightly floured flat surface and knead for approximately 15 minutes or until dough becomes smooth and elastic. Form into a ball, cover with plastic and refrigerate for 40 minutes.
Remove from fridge and form into 12 small balls, flatten one ball at a time (keep the other balls covered with a tea towel) with the palm of your hand, pulling and stretching gently with your fingers. Fill with desired filling (1 heaping teaspoon or more), seal edges together and gently form into a ball again, making sure edges stay sealed, place seal side down in parchment paper lined 9 - 9 1/2 inch (24 centimeter) cake pan, leaving them slightly apart, cover well with a tea towel (I use a folded up tablecloth) and let rise 2 hours in a draft free warm area. Brush with a mixture of 1 beaten egg and 1 tablespoon of melted butter (I never use all the mixture). Bake in a pre-heated 320° (160° celsius) oven. Bake for approximately 35-40 minutes or until golden. Let cool slightly and dust with powdered sugar. Enjoy!
** Brown Sugar Cinnamon Filling - 2 tablespoon butter, 1 teaspoon cinnamon, 1/4 cup + 1 tablespoon brown sugar, in a small bowl, mix together until well combined.