Heat the butter in the microwave until it melts completely. Once the melted butter is slightly cooled, add the milk, egg yolk, vanila, and sugar. Mix with a spatula until smooth.
Combine the flour, baking powder, and baking soda in another medium-sized bowl. Stir to mix a few times, then transfer it to the bowl with the wet ingredients.
Knead the dough until it stays together, and form it into a log shape.
Wrap the log in plastic wrap and place in the fridge.
Combine all bread ingredients in bread maker and put it onto the ‘dough’ setting.
When the dough is complete, it should be soft but not sticky. Cut it into 16 equal-sized balls and place balls on a parchment paper.
Remove topping log from fridge and cut into 16 discs.
One by one, transfer a disc onto plastic wrap. Using your fingers, press the topping discs until thin. Then, invert the plastic wrap onto a dough ball. The disc should slip onto the dough.