Make the Custard First (Can Be Done the Day Before): Pour the milk into a saucepan with the split vanilla bean. Warm over medium heat until steaming — don't boil.
1¼ cups whole milk, ½ vanilla bean
In a bowl, whisk the egg yolks, cornstarch, and sugar together with a tiny splash of milk until smooth and pale.
4 egg yolks, ¼ cup cornstarch, ¾ cup granulated sugar
Temper the egg mixture: ladle some of the hot milk slowly into the egg bowl while whisking constantly. Do this 2–3 times before pouring the egg mixture back into the pot.
Whisk over medium heat until the custard thickens to a pudding consistency — this takes 3–5 minutes.
Pour into a heatproof bowl and press plastic wrap directly onto the surface so no skin forms. Chill until needed. Transfer to a piping bag before using.
Make the Dough: In the bowl of your stand mixer, combine the milk and yeast with 1 tablespoon of the sugar. Cover and let sit for 10 minutes until frothy.
½ cup whole milk, 1 packet instant yeast
Add the remaining sugar, flour, orange zest, salt, and eggs. Mix on medium speed for 2 minutes.
4½ cups all-purpose flour, ½ cup granulated sugar, 3 large eggs + 1 egg for egg wash, Zest of 1 orange, Pinch of salt
With the mixer running, add the softened butter one spoonful at a time. Mix for another 2–3 minutes until the dough is smooth, soft, and pulls away from the sides.
10 tablespoons unsalted butter
Cover the bowl with plastic wrap or a clean towel. Rest for 1 hour or until doubled in size.
Make the Streusel: Mix the melted butter, flour, sugar, cinnamon, and salt together with your fingers until crumbly. Don't overwork it. Spread on a plate and refrigerate until the buns are filled and topped.
2 tablespoons melted butter, ½ cup all-purpose flour, 2 teaspoons granulated sugar, 2 teaspoons ground cinnamon, Pinch of salt
Shape & Fill: Punch down the dough and divide into 12 even balls. Place on a parchment-lined baking tray. Cover and rest for 30 minutes.
Using the back of a round spoon or a small cup, press the center of each bun firmly to create a well. Pipe the chilled custard into the well of each bun. Don't overfill — leave a small border of dough showing.
Arrange the thin apple slices on top of the custard. Scatter the streusel crumble over each bun. Brush the exposed dough edges with egg wash.
2 apples
Bake at 345°F (175°C) for 20–30 minutes until golden and cooked through. Dust with powdered sugar while still warm.
Notes
Ensure your eggs and butter sit out on the counter to reach true room temperature before starting the dough. If your kitchen is cool, the first rise might take up to 90 minutes to double in size.Custard can be made up to 24 hours ahead and refrigerated. Always press plastic wrap directly onto the custard surface — this prevents the skin from forming. Do not overfill the custard wells. Apples should be sliced ⅛ inch thick or thinner. Buns are best eaten the day they're baked but keep well for 2 days at room temperature.