In a small bowl, stir to combine the milk, sugar, and yeast. Set aside for 5 minutes. Line two baking sheets with parchment paper.
knead into an elastic dough
In a large bowl (or in a bowl of a stand mixer) combine flour, eggs, vanilla, and the yeast mixture. Knead for 3 - 4 minutes on low speed using a stand mixer or for 6 - 8 minutes with your hands. Add the room temperature butter and knead until the butter is completely incorporated and the dough is smooth and elastic. Cover the bowl with cling film or kitchen towel and set aside for 45 - 60 minutes or until the dough is doubled in size.
In a bowl, combine egg yolks, sugar, cornstarch, vanilla, and a pinch of salt using a whisk. Whisk until the mixture is fluffy, pale, and smooth, for a couple of minutes. Pour hot boiling milk over the mixture while continuously whisking. The mixture should be smooth. Pour the mixture into a saucepan and place over medium-high heat. Cook for 2 - 3 minutes, stirring regularly until the mixture is thickened. Gradually add in cold butter, cut in cubes and whisk until incorporated. Set aside until the custard cools to room temperature.
shape the nests
Preheat the oven to 200 °C / 390 °F or to 180 °C / 350 °F if you are using a fan-assisted oven. Divide the dough into 10 equal parts, each weighting around 80g or 2.8 ounces. Shape each piece of dough into a ball, and place each ball onto prepared baking sheets. Make sure there's enough space in between each ball. Set aside for 5 - 10 minutes. Using your fingers, form a depression in the middle of each ball of dough, leaving about 1 cm (1/2 inch) edge to form a shape of a nest. Set aside for another 5 - 10 minutes for the dough to rise a bit.
Vanilla Brioche Buns with Raspberries
Add about two tablespoons of cooled vanilla custard in the center of each nest. Place three raspberries on top. In a small bowl whisk together an egg and milk. Brush the edge of the nests with the egg wash and sprinkle with decorative sugar or sugar pearls.
Place in the preheated oven on the middle rack. Bake for 25 - 30 minutes, or until the edge is golden-brown, and the custard is still soft. If you're using a fan-assisted oven, feel free to bake two sheets at once, otherwise bake separately. Set on a wire rack to cool slightly. Serve warm or at room temperature.