To make the sponge, mix the yeast together with some baking sugar, half of the milk (lukewarm) and some flour to make a thick, viscous dough. Sprinkle with flour and let the dough rise.
Knead the rest of the ingredients together with the sponge in the food processor until it has formed a smooth, semi-firm dough. Roll this out on to a surface sprinkled with flour into a thin, square-like form. Cut out 4 x 4 cm squares, spread the jam on, turn over the corners and carefully press together so that the jam doesn’t seep out.
Dip each bun in melted butter and place in a casserole dish. Leave the buns to rise in a warm place (until they have doubled in size), and then bake them in an oven preheated to 160 oC for 40 mins. Serve the sweet yeast buns with vanilla sauce and a generous sprinkling of caster sugar.