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Put the yeast, pinch of sugar, and ¼ cup of the warm milk in a small bowl. Let sit for 3 minutes then stir.
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Working with a stand mixer fitted with a paddle attachment, combine the remaining 1 cup of milk, the softened butter, and ¼ cup of sugar. Mix on low speed for a minute before adding the salt, egg, and vanilla; mix for another minute. The mixture will likely look curdled but that's okay. Add in the yeast mixture and beat on medium speed for 1 more minute.
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Add 2 ¾ cups of the flour and mix on low speed just until the flour is moistened. If you have a dough hook for your stand mixer, switch now. Add 1 more cup of flour and increase the mixer to medium; beat the dough until it comes together and starts to clean the side, adding the remaining ¼ cup of flour as needed. Keep the mixer at medium speed for about 3 minutes or until the dough is smooth and has a buttery sheen. The dough will be very soft.
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Turn the dough into a greased bowl; cover and let rise in a warm place until doubled, about 1 ½ hours.
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Scrape the dough onto a large piece of plastic wrap, wrap tightly and put in the freezer for about 30 minutes or until it is firm enough to be rolled easily.