Measure the flour, sugar, salt and yeast into the bowl of an electric stand mixer.

Lightly mix the ingredients together using the dough hook.

Slowly pour in the warm milk, and continue mixing until everything comes together into a rough dough.

Add the butter, one tablespoon at a time. Once the butter has been fully incorporated into the dough, add the next tablespoon of butter.

Once all of the butter has been added, continue kneading the dough on medium speed for about 15 to 20 minutes.

The dough is ready when it is soft and smooth, and no longer sticks to the side of the bowl. The dough will be somewhat sticky from the butter.

Lightly oil a large mixing bowl.

Place the dough inside the bowl.

Cover the dough with a clean tea towel, plastic wrap, or a reusable bowl cover.

Leave the dough somewhere warm for 1 to 1.5 hours, or until the dough has doubled in size (see Kitchen Notes below).

Once the dough has doubled in size, gently remove the dough from the bowl. The dough will deflate as you handle it.

Pat the dough into a round shape.

Portion your dough into 12 equal pieces. If you have some kitchen scales, weigh the dough and then divide this number by 12. This will be the weight of each bun dough.

Line a large baking tray with a sheet of baking paper.

Gently shape each piece of dough into a round ball.

Place the balls of dough onto the lined baking tray, spaced apart.

Place the tray somewhere warm for about 30 minutes, or until the buns have risen and puffed up slightly.

Meanwhile, preheat the oven to 220°C/428°F (without fan).

Place a metal baking tray in the middle of the oven.

Make the egg wash by lightly whisking together the egg and milk.

Brush the buns with some egg wash.

Bake for about 25 minutes, or until the buns are lightly golden. Check the buns at about 10 minutes, and if they are browning too quickly, cover them with a loose sheet of foil for the rest of the baking time.

The buns are cooked if an internal thermometer reads 85°C (185°F).

Gently remove the buns (intact) to a wire rack, and leave them to cool completely.

Place all of the ingredients into the bowl of a food processor.

Blitz until you have a smooth paste.

Transfer the paste to a large bowl and set aside.

Use a serrated knife to slice off about 1/3 off the top of the buns.

Cut the tops into a triangle shape by trimming the edges. 

Discard these edges but keep the triangle "lids".

Use a knife or serrated spoon to create a cavity in the middle of each bun, and scoop out about 1/3 of each bun.

With the bun dough which you have scooped out, roughly tear them up into small pieces and add them to the bowl of marzipan.

Use a spoon to mix the dough pieces into the marzipan, adding as much milk as needed to loosen the mixture into a spreadable paste.

Place about 1 tablespoon of marzipan filling into the cavity of each bun, and use the back of a spoon to spread it evenly.

Whip the cream until you have soft peaks. Fit a large piping bag with a star nozzle, and fill the bag with the cream. Pipe the cream on top of the buns.

Place the triangle lids on top of each bun.

Dust lightly with icing sugar (powdered sugar).

Serve immediately.