For preferment: In a medium bowl, whisk together ¼ cup (60 grams) warm water, yeast, and sugar. Let stand until foamy, 5 to 10 minutes. Stir in flour until well combined; cover and let stand in a warm, draft-free place (75°F/24°C) until mixture is puffed and bubbly, 40 minutes to 1 hour. (Mixture will start thick but will loosen as it sits.)

For dough: In the bowl of a stand mixer, whisk together warm milk and yeast by hand until combined and dissolved. Add preferment, 1 cup (125 grams) flour, room temperature eggs, oil, sugar, honey, salt, lemon zest, and vanilla; using the paddle attachment, beat at low speed until combined, 1 to 2 minutes, stopping to scrape sides of bowl. Gradually add 2 cups (250 grams) flour, beating just until combined.

Switch to the dough hook attachment. Beat at low speed until a soft, elastic, somewhat sticky dough forms, 7 to 10 minutes, stopping to scrape sides of bowl and dough hook; add up to remaining ¼ cup (31 grams) flour, 1 tablespoon (8 grams) at a time, if dough is overly sticky. (Dough should pass the windowpane test [see Note] but may still stick to bottom and sides of bowl.)

Oil a large bowl. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 1 to 1½ hours.

Line 2 baking sheets with parchment paper.

Punch down dough; cover and let stand for 10 minutes. On a very lightly floured surface, divide dough into 10 portions (about 82 grams each). Gently shape each portion into a ball, pinching any seams to seal. Cover and let stand for 20 minutes.

On a lightly floured surface, place 1 dough ball seam side up; press or roll into a 4-inch-wide disk. Starting with top edge or one 4½-inch-long side, fold and roll dough, about ½ inch at a time, gently pressing to seal after each roll. Repeat until you have a cylinder, and firmly pinch seam to seal. Pinch ends closed; fold in, and pinch to secure. Roll seam to bottom, and gently roll to form an evenly thick 5- to 5½-inch-long log. Repeat with remaining dough. Place, seam side down, 2 to 2½ inches apart on prepared pans. Cover and let rise in a warm, draft-free place (75°F/24°C) until nearly doubled in size and dough holds an indentation when poked, 45 minutes to 1 hour.

Preheat oven to 350°F (180°C).

In a small bowl, whisk together beaten egg and milk. Brush tops of buns with egg wash.

Bake, one batch at a time, until golden brown, 10 to 15 minutes. Remove from pans, and let cool completely on wire racks.

Using a serrated knife held perpendicular to cutting surface, split rolls lengthwise down center, stopping just short before cutting all the way through. Divide Vanilla Whipped Cream evenly among buns (about ¾ cup or 90 grams each). Using a small offset spatula, let the contours of the bread act as a guide as you spread, sculpt, and round the cream as needed. Serve immediately.