Almond paste filling
Start by making the vanilla custard. Scrape out a vanilla pod and bring it to the boil with the milk.
Remove the vanilla pod. Beat the egg yolks, sugar, vanilla sugar and cornflour until fluffy. Pour the milk over the egg mixture while whisking.
Pour back into the pan and bring to the boil, whisking constantly. Remove the custard from the heat after it thickens, then whisk in the butter a little at a time. Strain the custard through a fine-meshed sieve. Cover the bowl with plastic and put in the refrigerator.
Prepare the dough. Crumble the yeast into a bowl and add the milk. Mix until the yeast dissolves.
Add the syrup, cardamom, butter and nearly all the flour. Knead the dough until it is smooth and shiny. Add salt and extra flour if necessary. Work the dough until it no longer sticks to the sides of the bowl. Cover with a tea towel and leave to rise for about 20-30 minutes.
Make the filling. Grate the almond paste and liquidise all the ingredients in a blender.
Put the dough on a floured worktop and divide it into two parts. Roll each part into a rectangle and spread the filling evenly over it. Fold the dough in the middle and cut into strips. Roll up the strips to make about 40 rolls. Cover with a tea towel and leave to rise for 40 minutes.
Set the oven temperature to 225°C. Fill a piping bag with vanilla custard and pipe custard in the middle of each roll. Brush the rolls with lightly beaten egg and bake in the centre of the oven for about 8-10 minutes. Allow to cool on a wire rack.
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