Make the tangzhong. Put the milk and flour in a small saucepan and whisk together until smooth. Set the pan over a medium heat and whisk briskly with a small balloon whisk until the mixture thickens and bubbles. Continue to cook for a few seconds more, then remove from the heat and scrape every bit into a bowl with a rubber spatula. Cover the surface with a disc of baking paper and leave to cool to room temperature.
Make the dough. Put the flour, yeast, butter, sugar, salt, milk and egg in a large bowl and mix to combine. Once the dough has come together, add the tangzhong and knead for 15-16 minutes. Alternatively, put the dough ingredients in the bowl of a stand mixer fitted with the dough hook and mix on a slow speed until a dough forms. Add the tangzhong, increase the speed to medium–high and work the dough for at least 12 minutes, no less. Don’t be tempted to add more flour.
To check the dough is ready, do the windowpane test: stretch a small piece of dough until a thin film forms in the middle without breaking. It should be thin enough for light to pass through. If it tears, knead a little longer. You’re looking for a silky, smooth dough that is bouncy and elastic.
Bulk ferment overnight. Scrape down the sides of the bowl, tip the dough onto the work surface and shape it into a smooth round using a dough scraper or cupped hands. Lift it into a lidded plastic container large enough for the dough to expand and place it in the fridge overnight, for up to 12 hours. (If you’d rather bake the same day, place in the fridge for 3 hours, or until doubled in size.
Make the crumble. Put the flour, oats, demerara sugar, cinnamon and salt in a small bowl. Cut the cold butter into small dice and rub it in with your fingertips until the mixture resembles moist breadcrumbs. Shake the bowl and any big bits will come to the surface, so rub those in too. Cover and chill. You will have more crumble than you need for this batch, so see the freezing tip below.
Make the custard. Pour the milk into a saucepan and set over a low heat. In a separate bowl, beat together the egg yolks, sugar, vanilla sugar and cornflour until pale and fluffy. When the milk comes to a simmer, pour it over the egg mixture, whisking as you pour. Pour the mixture back into the saucepan and bring to a simmer, beating continuously. Continue to beat for 1–2 minutes on a medium–low heat, and the mixture will thicken rapidly. Once thickened, pour the custard into a clean bowl, add the butter and stir to combine. Place a piece of baking paper directly on the surface to stop a skin forming and leave to cool completely. Keep in the fridge overnight.