Mix the flour, salt, sugar and vanilla sugar in a bowl. Add the butter and rub together using your hands to form an even, crumbly mixture, press out a hollow in the middle. Add the milk, yeast and egg, mix and quickly combine to form a smooth dough. Leave the dough to rise for approx. 1½ hours.
On a lightly floured surface, roll out the dough into a rectangle of approx. 1 cm thickness, brush one half of the dough evenly with the butter, leaving an uncoated rim of approx. 1 cm. Fold the other half of the dough over, press the edges down firmly, chill for approx. 30 mins. Roll out to a rectangle of approx. 1 cm thickness. Fold the narrow ends into the centre, then place one half on top of the other, to create 4 layers of dough. Cover the dough and chill for approx. 1 hr., roll out again, fold into four, cover and chill for approx. 1 hr.