For the vanilla brioche, gently warm the butter and milk on the stove. Mix yolks, butter, milk, powdered sugar, lemon zest, vanilla sugar, flour and dry yeast to a smooth dough.
Let dough rise until doubled in volume 4. Knead dough again by hand. Pour the dough into a springform pan. Bake in the oven at 180 °C top/bottom heat for about 30-45 minutes and remove from the mold.
For the filling, prepare a vanilla pudding from milk, powdered sugar and pudding powder. Pour the warm custard into a piping bag.
Pipe the vanilla custard into the brioche from several sides and decorate the vanilla brioche as desired.