Sprinkle yeast over warm water. The best way to test the temperature of your water is to take it from the tap and run your wrist in the stream. If you can’t feel the temperature of the water, it’s perfect. Stir yeast in with a fork until it is dissolved and set aside.
In a large mixing bowl with a wooden spoon, blend the milk, sugar, salt, vanilla extract, and cinnamon. Stir in the butter, 2 egg yolks, and yeast mixture.
Gradually stir in flour. If using a stand mixer, use your dough hook. If mixing by hand, continue to use a wooden spoon. Add bread flour until your dough is soft enough to handle, usually when it can easily pull away from the sides of your bowl.
Turn out dough on a lightly floured surface and knead until smooth and elastic. You may need to add the last cup or so of bread flour by hand. Your dough should feel like PlayDoh to the touch and “snap” when you pull it apart.
Place in a warm, greased bowl, turning the dough to coat the top. Cover with a towel and allow to double in size, about 2 hours.
After dough has doubled, punch down dough and turn out onto a floured surface, then make the cinnamon filling.