Preheat the oven to 40°C (104°F) for dough proofing.
Put the flour in a bowl. Mix the lukewarm milk with 60 g sugar, crumble the yeast cube into it, and dissolve. Add 1 egg and whisk well with a hand mixer. Add this mixture to the flour, then add the soft butter and salt. Knead everything into a smooth dough, adding a bit more flour if it's too sticky.
Lightly dust the bottom of the dough bowl with flour, place the dough ball on top, and cover with a clean cloth. Place in the warm oven until the dough roughly doubles in volume, approximately 60-90 minutes.
Remove the dough from the oven and knead thoroughly by hand.
Divide the dough into three equal pieces. Roll one piece into a log. Roll out the other two pieces into rectangles.
Prepare the baking vanilla cream with 250 ml milk according to the packet instructions. Quickly spread it onto one rectangle (it will set rapidly). Roll up from the long side.
Mix the caramel sauce with the ground hazelnuts to form a paste. Spread on the second rectangle. Roll up the same way.
Braid the three dough strands into a plait. Place on a baking sheet. Cover loosely and let rise for 20-30 minutes.
Preheat the oven to 180°C (356°F).
Whisk the second egg. Brush the braid with egg wash. Sprinkle with granulated sugar.
Bake for 30-35 minutes until golden.
Alternative loaf method: Divide the dough into two equal pieces. Roll out both into rectangles. Spread one rectangle with prepared vanilla cream. Place the second rectangle on top. Spread with the caramel-hazelnut mixture. Roll up, place in a greased loaf pan, brush with egg wash, sprinkle sugar on top, and bake at 180°C (356°F) for 30-35 minutes.
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