In a bowl, mix milk, yeast, sugar, and vanilla sugar. Whisk and let sit until slightly foamy.
Whisk in the egg, oil, and salt.
Add flour and baking powder, then mix until a soft dough forms.
Add butter and knead until smoother and elastic.
Cover and let rise until puffy and expanded.
Turn out the dough, deflate gently, and divide into equal portions.
Flatten each portion, add chocolate spread in the center, seal tightly, and roll into a smooth ball.
Place on a parchment-lined baking sheet and let rise again until puffy.
Brush tops with egg yolk and bake until deep golden brown.
Cool slightly, dust with powdered sugar, and serve.