Combine the dry ingredients (the all-purpose flour, the cake flour, the instant dry yeast, the sugar, and the salt).

Add the lukewarm milk (2 cups – 480 ml), the eggs and egg yolk, the vanilla extract, and the vegetable oil.

Knead, either by hand or with your electric mixer, until the dough is smooth and less sticky.

I love the feeling of kneading bread, so I did it by hand. It does get messier than the usual bread, so use the processor if you don't want to make a mess.

The dough should be somewhere between firm and runny, so you can use a little more milk or a little more flour to make it look alright. I ended up adding more flour.

Place the dough into a large and oiled bowl and cover it with plastic wrap. Place it in a warm space and allow it to rest until doubled in size, about 1 hour.

Deflate the risen dough and knead about 1 tablespoon of flour into it.

Place the dough ball on a well floured work surface.

Roll it out till it's 1/4 an inch thick and cut the dough into squares.

With your finger or with the end of a wooden spoon, make a shallow hole in the middle of each square.

Then place about 1/2 tsp jam in the center of each square.

Carefully, fold each square in half. Pinch the dough to secure all seams.

Invert the bun seam side down and make sure the side seams are secured and tucked under the bun.

Let’s give that jam minimal chances to leak.

Brush the sides of each bun with generous amount of vegetable oil. That will prevent the buns from sticking together while baking.

Now brush a deeper baking pan with vegetable oil generously and place the buns next to each other.

Cover the buns with a kitchen towel and allow them to rest for additional 20 minutes.

Preheat to 175C

Bake for about 25-30 minutes, until golden-brown.

You don't need to wait for it to cool. It's fluffy soft with a delicious oozy jam center.

I can't believe it came out as well as it did.

I didn't have cake flour, I followed steps from here to make my own cake flour. http://joythebaker.com/2009/09/how-to-make-cake-flour/