Buchteln with vanilla custard (Sweet Austrian rolls)

Buchteln

• 220 g milk
• 2 tsp dried instant yeast
• 30 g caster sugar
• 2 tsp natural vanilla extract
• 180 g unsalted butter, softened, cut into pieces
• 330 g baker's flour, plus extra to dust
• 2 egg yolks
• 1 pinch sea salt
• 1 lemon, zest only, no white pith
• oil, to grease
• 12 tbsp jam (approx. 200 g - see Tips)

Vanilla custard

• 250 g milk
• 250 g pouring (whipping) cream
• 4 egg yolks
• 1 - 2 tbsp rum, to taste
• 1 tsp vanilla bean paste
• 20 g cornflour
• 50 g caster sugar
• icing sugar, to dust