In a large mixing bowl, combine flour, sugar, yeast, and salt. Melt the butter and let it cool slightly before adding it along with warm milk and the beaten egg to the dry ingredients. Mix until combined and knead on a floured surface for 5-7 minutes. Place the dough in a greased bowl, cover, and let it rise for 1 hour until doubled.

For the custard, combine milk, sugar, and cornstarch in a saucepan over medium heat. Stir until thickened. Remove from heat and whisk in egg yolks and vanilla. Allow it to cool.

Roll the risen dough into a rectangle about 1/4 inch thick, cut into squares. Place custard and raspberry jam in the center of each square. Fold corners toward center and pinch to seal. Arrange on a lined baking sheet.

Cover shaped buns and let rise for another 30 minutes. Preheat oven to 200°C (390°F).

Bake buns in preheated oven for 15-18 minutes or until golden brown.

Cool slightly on a wire rack. Optionally, mix powdered sugar with milk for a glaze and drizzle over warm buns.