In a large bowl, combine water and yeast. Let it sit until dissolved for 3-5 minutes.
Then lightly whisk in the milk, butter, egg yolks, vanilla extract, salt, and sugar.
Finally, add 3 cups of flour, then thoroughly mix with your hands or a spoon. The dough is going to be sticky, but if it's too sticky, add some of the remaining flour a little at a time. Use as little flour as possible.
Cover loosely with a clean cloth and let rise in a warm, draft-free place for 1½ to 2 hours or until doubled.
Punch dough down. At this point, you may refrigerate the dough for a couple of hours or overnight. Refrigerating the dough makes it easier to work with. However, you can proceed to the next step without chilling the dough.
When ready to shape, roll out to a ¼-inch thick rectangle. Lightly brush with melted butter. With a sharp knife, pizza wheel, or dough cutter, make 6-8 even-sized strips.
Coil the dough to make flattened spiral buns, tucking the end under the bun, to help the dough stay in shape.
Place on a baking sheet (half sheet works, too) with parchment paper to prevent the dough from browning too much on the bottom. If desired, brush again with melted butter.
Let it rise again for about 45 minutes, then bake in a 350℉/177℃ oven for 12-18 until lightly browned.
Remove, let it rest for a few minutes, and sprinkle with powdered sugar if desired. Then eat to your heart’s desire.