Step 1

For the dough, warm the milk in a small saucepan or in the microwave until hot, but not boiling, then set aside until warm. Combine the flours, sugar, salt and yeast in the bowl of a stand mixer with a dough hook attachment. Mix to combine, then slowly add the milk.

Step 2

Beat the eggs together in a jug, then add to the dough gradually and knead for 6-8 minutes, until smooth and elastic.

Step 3

Add the butter to the dough, 1 cube at a time. Knead until fully combined, before adding the next. It may look like the butter will never combine, but keep kneading and it will absorb. Knead for a further minute, then cover the bowl and leave to rise in a warm place for 1-2 hours, or until doubled in size.

Step 4

Prepare the filling. Beat together the butter, brown sugar and cinnamon in a small bowl. Lightly flour the work surface and tip the risen dough out onto it. Roll into a rectangle of about 30x40cm. Don’t stretch the dough bigger than this, or it will be too thin to stay pillowy once baked.

Step 5

Spread the top of the dough with the cinnamon sugar paste to create an even layer. Roll tightly into a log. Start from a short end, and squeeze gently to seal. Slice off each end and divide into 9 equal-sized rolls .

Step 6

Arrange the rolls in a lightly greased 23x23cm square cake tin. Cover with lightly greased clingfilm and chill for at least 8 hours, or preferably overnight.

Step 7

When ready to bake, remove the rolls from the fridge to come to room temperature for 45 minutes. Near the end of that time, preheat the oven to 200 ºC, gas mark 6.

Step 8

Brush the top of each roll with beaten egg, then bake for 20-25 minutes, or until golden brown and risen. Don’t overbake, or the bread will become dry. Leave in the tin on a rack, until just warm.

Step 9

While the rolls are baking, combine the soft cheese, 40g butter, yogurt and icing sugar in a small bowl. Beat until smooth, then add the vanilla. Smother the buns (still in the tin) in the icing, and serve warm.