Return to your stand mixer bowl and fit it to the stand mixer along with the paddle attachment. Turn the speed to low and add 1/4 cup warm milk, 1/2 cup sugar, 2 large eggs, 1 large egg yolk, 1 teaspoon vanilla, and 6 tablespoons butter in that order. Mix until well combined, about 2 minutes. Turn off the mixer and change the attachment to the dough hook, scraping the paddle attachment clean. Turn the speed to low and add the dry ingredients, slowly increasing the speed to medium. Once combined, knead the dough on medium speed until the dough is smooth, about 5 minutes. Turn the dough out onto a clean surface and form into a ball. Clean the bowl and coat it lightly with neutral oil. Place the dough back in the bowl, turning once to coat both sides. Cover the bowl with plastic wrap and refrigerate overnight.