To make the steamed buns:

Cup of Yum
1. In a small bowl, sprinkle the yeast over the warm milk. Stir briefly to combine, then allow to sit until frothy, 5-10 minutes.
2. In the bowl of a stand mixer fitted with a dough hook or a large bowl, combine the flour, sugar, and salt.
3. Make a well in the center of the flour and add the frothy yeast with milk, egg, and butter.
4. Mix together to form a dough. If too sticky, add a little more flour. If too dry and crumbly, add a little more milk.
5. On a lightly floured surface, knead the dough well until smooth and elastic. Transfer to a bowl, cover, and allow to rest at room temperature until doubled in size, 1 to 2 hours.

While the dough is resting, prepare the vanilla sauce:

1. In a small bowl, whisk together the egg yolk and sugar until light and blended.
2. In another small bowl, whisk together the cornstarch with the water to form a paste.
3. Pour the milk into a small saucepan and place over medium heat. Scrape in the seeds from the vanilla bean and add the pod.
4. Once beginning to steam, reduce heat to low and remove the vanilla pod.
5. While whisking the egg mixture in the bowl, slowly pour in about 1/4 cup (60 milliliters) of the hot milk. Continue to whisk and add another 1/4 cup (60 milliliters) of the milk.
6. Whisk the remaining milk in the saucepan while slowly pouring in the heated egg mixture.
7. Once thoroughly combined, slowly pour the cornstarch mixture into the saucepan while continuing to whisk.
8. Continue to cook, stirring the bottom and sides often, until starting to thicken.
9. Once thickened to desired consistency, reduce heat to the lowest setting and cover to keep warm or transfer to a bowl, cover, and refrigerate for up to a day.

To cook the Dampfnudeln:

1. On a lightly floured surface, divided the risen dough into four equal pieces.
2. Form each piece into a smooth ball and arrange on a lightly floured surface seam-side down. Cover and allow to rest at room temperature until puffed 15-20 minutes.
3. In a wide, deep skillet, combine the butter, milk, and sugar over medium heat.
4. Whisk well to dissolve the sugar. Once the mixture is starting to steam and the butter has melted, arrange the puffed buns in the skillet seam-side down at least 2 inches (5 centimeters) apart.
5. Cover the skillet with a tight-fitting lid (preferably glass), reduce heat to low and cook without lifting the lid until most of the liquid has evaporated and the remaining butter is starting to sizzle with a golden crust forming on the bottom edges of the buns, 25-30 minutes. Take care to not burn the mixture.
6. Remove from heat and set aside without lifting the lid for 5 minutes.
7. Carefully take out the steamed dumplings without tearing the bottoms using a spoon or flat spatula.
8. Serve the Dampfnudeln warm with the vanilla sauce and a dusting of powdered sugar.