In a jug, combine warm water and 3 tbsp sugar, stir until well dissolved. Add the active dry yeast. Let it sit for 5-10 minutes or until it becomes foamy. That means the yeast is activated and ready to use.
In a large bowl, whisk the flour, salt and white sugar. Pour the yeast mixture into the dry ingredients. Add the egg and melted butter. Stir using a wooden spoon or spatula until it forms a dough.
Lightly flour a flat surface and manually knead the dough for 8-10 minutes. Alternatively, use a stand mixer and mix it for 6 minutes at medium speed. The dough is ready when it becomes stretchy and smooth.
Transfer into a greased bowl, cover it with a tea towel and place in a warm place to rise for 1 to 1.5 hours.
Meanwhile, prepare the yema filling. In a saucepan, combine egg yolks and condensed milk. Stir until well combined and turn on the heat to low heat. Continue to stir while cooking until it becomes smooth and thick. Turn off the heat, add the vanilla extract and stir again until well incorporated. Set aside.
When the dough is ready, divide it into 20 pieces. Flatten each piece and put about 1 tbsp of yema filling in the middle. Seal and shape into balls. Arrange in a prepared baking tray lined with parchment paper, cover with a tea towel and let it rise for another 30-45 minutes. Brush egg wash on each piece. Bake in a pre-heated oven at 170°C for 15-20 minutes.