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Step 1
Activate the yeast by mixing it in a jug or bowl with the just-warm milk and sugar. Leave for 10 minutes – it should develop a frothy head.
Step 2
Scrape the seeds out of the vanilla pod and whisk them into the yeast mixture along with the egg.
Step 3
Tip the flour into a large mixing bowl, add the salt and the cooled melted butter, then add the yeast mixture. Stir to combine and, once it has formed a rough, sticky dough, turn onto a clean floured work surface and knead using floured hands, for about 10 minutes. Alternatively, use a stand mixer fitted with a dough hook and knead for 5 minutes instead.
Step 4
When the dough is soft, stretchy and elastic, tip it into a lightly oiled bowl, cover with cling film (plastic wrap), and leave it in a warm place to rise for 1 hour or more, until doubled in size.
Step 5
Once the dough has risen, knock it back gently, using your knuckles to squash it back to more or less its original size. Divide into 12 equal-sized pieces and roll each one into a neat ball. Place on a large baking sheet dusted with flour, then cover with a clean tea towel and leave to rise in a warm place for a further 30 minutes.
Step 6
When ready to cook, preheat the oven to 340°F. Gently brush the tops of each bread with beaten egg. Then stir the remaining beaten egg into the sugar and coconut, to form a thick paste. Top each bread with a generous couple of spoonfuls of the topping, using your hands to shape it so that it sits fairly flat on top of the breads.
Step 7
Place in the oven and cook for 20 minutes, until the breads are light gold and speckled with brown flecks. Remove from the oven and leave to cool for 10 minutes, then dust with icing sugar and eat warm with a cup of coffee.