In the meantime, butter the bottom and sides of a 9 inch x 13 inch baking dish.
Transfer the dough in an oiled bowl, cover with plastic wrap and let sit in a warm place for 1 to 2 hours until doubled in size.
Add the milk mixture to the flour and mix on low speed until the dough is smooth. With the mixer still on, add the butter pieces a few at a time. Continue to mix until the dough is smooth and comes away from the side of the bowl, add flour as necessary.
To the yeast and milk bowl, whisk in the eggs and the vanilla extract.
In the bowl of your mixer, add the flour, cornstarch, and salt and mix so that it's all incorporated.
In a small bowl add warm milk, sugar and yeast. Stir and let it sit for about 10 to 15 minutes until it bubbles up.