Preheat oven to 350°
Grease muffin pan with butter and set aside.
In a large bowl, stir together warm milk, granulated sugar and yeast. Set aside for about 15 minutes to rise to a foam. Once the foamy yeast mixture has risen, sift the flour into the yeast mixture. Add melted butter, salt and vanilla. Mix until well combined.
Turn mixture onto a lightly floured pan. Knead dough for 8 - 10 minutes. Form into a ball. Press finger down into dough ball. If it springs back, set dough in well oiled bowl.
Cover bowl with cling wrap and set in a warm place to double in size (about 1 to 1-1/2 hours) minutes.
Once the dough has risen, turn out onto floured surface, knead for a few turns and then form a ball. Cut the ball into 4 equal pieces. and shape into smaller balls. (If you want smaller cruffins cut into 8 equal pieces. )
With a rolling pin, roll out each piece of dough. Roll dough as thinly and evenly as possible. The longer the dough is rolled, the more layers the cruffin will have.
Once each ball of dough is rolled out, generously brush on butter. Carefully hand roll each piece of dough into a "log". Roll away from you and roll as tightly as possible without distorting the roll.
After each piece of dough have been rolled into a log shape, cut each log length-wise. Roll sliced piece into a tight circle being careful to tuck the ends under the bottom of the roll and put in muffin tin.
Let rolls rise for about 1/2 hour. Brush each roll with an egg wash.
Bake for about 20-25 minutes or until golden brown. Take out of oven and sprinkle with confectioners' sugar. Let cool for about 5 minutes in pan then transfer to a cooling rack.