Heat milk on the stovetop to about 110° F. Be careful not to overheat your milk. If the milk is too hot it may kill the yeast.
Combine milk, sugar and yeast in the bowl of a stand mixer and let sit for 5-10 minutes until yeast begins to show signs of activity.
Add eggs, vanilla, salt and flour to the bowl and mix using the dough hook on medium speed until fully combined and the dough begins to come together around the hook (approx 2-3 minutes).
Slowly add butter, one tablespoon at a time, waiting until each is incorporated before adding the next. Once all butter is added, continue knead the dough with the dough hook for 2-5 minutes until dough begins to strengthen and looks smooth.
Remove dough hook and cover bowl with plastic wrap or a towel and set in a warm place such as inside an oven with the light turned on for 1.5-2 hrs.
Transfer the dough to a different bowl or leave it in the mixing bowl with plastic wrap and place in the refrigerator overnight.