Place warm milk in bowl. Add sugar and yeast.
Let sit until bubbly.
Add oil, egg yolks & vanilla.
Add flour and salt, stirring with wooden spoon.
Mix by hand or with mixer for several minutes, until blended.
Add in extra flour, a bit at a time, until the dough holds together (you may need to use wooden spoon for this.)
On a floured surface, knead 5 minutes, cover with linen cloth or plastic and let rest for 10-15 minutes.
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Custard Filling:
While dough is resting, in a saucepan combine sugar and cornstarch.
Slowly stir in milk and egg yolk. Bring to a boil, stirring continuously for 1 1/2 minutes.
Remove from stove and pour cooked custard in bowl and place in refrigerator to cool.
On a floured surface, roll dough 1/2-inch thick. Cut circles using a 2 1/2 -inch round cutter, or water glass dipped in flour, until all dough is used.
Place paczki on greased baking sheet. Cover with a towel, and let rise in a warm spot about 1 hour at room temperature, until almost doubled.
Bake for 10 -12 minutes in preheated 350 degree oven until nicely browned.
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