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[Baking the Dough] Add all of the ingredients into a bread maker and set it to make the dough till the first rising.
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Knead it for 15 minutes and then let it rise for 40.
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How to make the cookies: In a bowl add in the softened butter and sugar and mix.
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Add in the eggs and melon oil and mix.
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Mix together the flour and the baking powder and sift it in.
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However, set some aside.
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Mix it with a spatula and knead it with your hands.
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Knead it until the dough is no longer floury and it comes together.
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If it still sticks to your hands, add in some of the dry flour and baking powder mix to make it a little more dry.
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Cover the dough in plastic wrap and let it rest in the fridge for 20-30 minutes.
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How to make the custard.
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Put the egg yolks and sugar in a heat proof bowl and mix together.
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Sift the cake flour in and then mix it till it's no longer floury.
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Then add the milk in and mix.
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Gently cover the bowl with plastic wrap and microwave it at 600W for 3 minutes then whisk it.
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Heat again in the microwave for 1 minute.
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Take it out and mix it again with a whisk.
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Cover it with a damp wrung out dish cloth so it doesn't dry out and the custard is done once it's cooled down.
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Once the dough has risen a second time, divide the dough into 10 portions, form them into balls and let them sit for 10-15 minutes.
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Cover then with plastic wrap so that they don't dry out.
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Next take the cookie dough, divide it into 10 portions and form them into balls.
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Now, take the cookie dough and on top of some plastic wrap, roll out the dough into a circle.
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They should be roughly about 10 cm in diameter.
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Once you have rolled out the bread dough itself, place the custard on top and form the dough back into balls.
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Place the custard toward the bottom of the dough and tightly close it after forming it.
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Next place the ball of dough that you just made and place it on top of a rolled out piece of cookie dough.
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Take the dough in your hands and form it into a ball.
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Next with the back of a knife, make lines in the dough and cover with granulated sugar.
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Next, arrange the dough on parchment paper, cover it with plastic wrap, and let it rise a second time for 30 minutes.
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Bake at 350F (180C) for 15 minutes.
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Once they are done baking, transfer them to a baking rack to cool and they are ready!
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My friends who come over to visit all rave about this.