1. Dissolve the yeast in the lukewarm milk with a teaspoon of the sugar and leave to froth for 10 minutes.
2. In a large bowl (or stand mixer), mix the flour with the remaining sugar and the orange zest, add the yeasty milk and the eggs and knead for 5 minutes; then gradually knead in the soft butter and the salt and knead for another 8-10 minutes until you have a smooth, elastic dough that comes away from the sides of the bowl.
3. Cover and leave to rise in a warm place for about 1.5-2 hours until doubled.
4. Divide the dough into 8 equal pieces, shape each into a small oval bun, place on a baking tray lined with baking paper, cover and leave to rise for another 45-60 minutes; preheat the oven to 180 °C.
5. Bake for 15-18 minutes until golden; boil the 2 tablespoons of sugar with the water and brush the hot buns with it immediately, then let them cool completely.
6. Whip the cream with the icing sugar and vanilla sugar until stiff; cut the buns deeply along the side (not all the way through), fill generously with the whipped cream, smooth the top with a spatula and serve dusted with icing sugar.
Tip: In Rome they're eaten for breakfast with a cappuccino; fill them with cream only just before serving, and unfilled buns keep for a day in an airtight container.
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