In a medium bowl, combine the warm water, 3 tablespoons granulated sugar, and the active dry yeast. In another bowl, whisk together the remaining 3 tablespoons sugar, egg and yolk, warm milk, and vanilla extract. In a large bowl, combine the all-purpose flour and salt.
Gradually add the egg mixture, yeast mixture, and melted butter into the dry ingredients, stirring until a dough forms.
Knead the dough on a lightly floured surface for about 5 minutes until smooth. Place the dough in a lightly oiled bowl and let rise for 1.5 hours.