Mix the flour, salt, sugar and yeast in a bowl. Combine the butter with all the other ingredients up to and including the egg, knead to form a soft, smooth dough. Cover and leave to rise at room temperature for approx. 2 hrs. until doubled in size.
Bring the milk and vanilla sugar to the boil, set aside.
Divide the dough into 16 equal pieces, shape into balls, flatten into circles (each approx. 8 cm in diameter). Place 1 chocolate Easter egg in the centre of each circle, fold the edges of the dough over the chocolate, shape into balls once more, place seam-side down in the prepared oven dish, pour the sauce over the top.
Approx. 30 mins. in the lower half of an oven preheated to 200°C. Remove from the oven, serve warm.