Grease a large bowl.

In a large liquid measuring cup, combine the milk, egg, yolks, and vanilla.

In the bowl of a stand mixer fitted with a paddle, mix the flour, yeast, sugar, and salt on low. Add the room temperature butter and mix on low until it is incorporated into the flour and no pieces are visible. Add the cold butter and mix on low, until it is broken down and smashed a bit, but still in 1/2-inch pieces. Add the milk mixture and mix on low until combined. The dough will be very sticky and there will be visible lumps of butter. Using a spatula, scrape the dough into the prepared bowl and cover tightly with plastic wrap and refrigerate overnight, or up to 3 days.

The next morning, transfer the dough to a well-floured work surface. Knead 10-12 times, until the dough forms a ball. Cover the top lightly with flour and cover with a tea towel, let rest until it comes to room temperature. Pat the dough into a 6-inch square and roll into a 16 by 20-inch rectangle. If the dough sticks at all, sprinkle more flour underneath it. Brush any excess flour off the dough, and, using a bench scraper, fold the short ends of the dough over the middle to made three layers, similar to a business letter. This is the first turn.

Flip the dough over (seam side down) and roll into an 8 x 16-inch rectangle. Fold the short ends over the middle, business letter style. Repeat the steps again, for a total of four turns.

On the last turn, gently use the rolling pin to compress the layers together slightly. Wrap the dough tightly in plastic wrap and chill for at least 1 hour before using or keep refrigerated for 2 days.