In a large mixing bowl, combine flour, sugar, yeast, and salt. Pour in warm milk and melted butter, then add a beaten egg. Mix until a shaggy dough forms, then knead for 5-7 minutes until smooth and elastic.

Place the kneaded dough in a greased bowl, cover with a towel, and let rise in a warm spot for about 1 hour, or until doubled in size.

In a saucepan, whisk together milk, sugar, and cornstarch over medium heat until smooth. In a separate bowl, whisk egg yolks and vanilla, gradually add heated milk mixture, then return to saucepan. Cook on low, stirring, until thickened, about 3-5 minutes.

Punch down risen dough and roll into a 12x18 inch rectangle. Cut into squares. Place custard and a dollop of raspberry jam on each, fold dough over, pinch edges to seal, and place on a parchment-lined baking sheet.

Preheat oven to 200°C (400°F). Let shaped buns rest for 20 minutes, then bake for 15-18 minutes until golden brown and flaky.

Cool buns on a wire rack for 10 minutes before serving warm, optionally dusted with powdered sugar.