Put the yeast, flour, sugar, vanilla sugar, salt and egg yolks in the container of the bread maker. Warm the milk a little, dissolve the butter in it and pour it into the container.
Set the Normal, Dough function on the machine. With my machine, the dough takes 2 hours 20 minutes.
Divide the dough into 3 parts and shape them into long strings and make a plait from them. Let the braid rise, brush with an egg yolk and bake at around 170 ° C until golden brown.