Danish Fastelavn buns (custard filled buns)

Being Danish living in the UK, I am actually quite lucky that I get more holidays to celebrate as Denmark and the UK don't have all the same holidays, but I quite often forget. For instance in Denmark we have a day where we eat duck/goose, called Saint Mortens eve and a day where we eat a bun/roll called a Hvede, called big Hvede day.
Where as here in England there is pancake day, St. George day  and Halloween. 
The Danes have however started taking on Halloween, though it wasn't around when I was young. We do have another very old traditional holiday where kids dress up, called Fastelavn, normally celebrated around February. Going back to the origin of this holiday, it was to celebrate the beginning of the fast, that would then end with easter celebrations. 

It is very much like the Halloween, in that kids dress up and go door to door singing a song saying, if they don't get buns, they will make trouble, where then people will give them money (not buns like in the old days).

But the buns are still a very big part of fastelavn, called fastelavns boller (fastelavns buns). Now I can't actually remember ever making these myself and we haven' t had any for the six years we have lived in England now, so thought it was about time that I started taking up this tradition again.

For the buns:
275g flour
75g Lactofree butter
25g fresh yeast (I get mine by asking the bakery department in my Sainsburys and they will sell me some of theirs)
100ml Lactofree whole milk 
1 egg
pinch of salt
15g sugar

For the custard filling:
2 egg yokes
200ml Lactofree whole milk
2 tablespoons corn starch
2 tablespoons sugar
1/2 teaspoon vanilla paste

For frosting:
100g icing sugar
2 tablespoons pure cocoa powder
about 1 tablespoon of water

You want to make the custard filling first, you can even make it the day before if that works better for you, as you want the custard filling to have completely cooled and set before assembling (I was a bit short for time when I made them, so that is why mine is a bit runny on the pictures, as it hadn't cooled completely).

Whisk together egg yolks and sugar well, in a pan off the heat. Then add the milk, corn starch and vanilla. Whisk until it is all incorporated and the corn starch has completely dissolved. Then place the pan over low to medium heat and bring to a boil, while constantly whisking. 
Transferre the custard to a bowl, cover and place in the fridge. 
Tip is to cover with cling film, but press the cling film down on top of the custard, so no air is between the custard and the cling film. This way you the custard won't get a layer of skin on top.

For the buns, you want to heat up the milk just a little, just above room temperature. Then transferee to a bowl and crumble in the yeast, stir until completely dissolved.
Stir in butter, egg, salt and sugar. Then add the flour a 1/4 at the time, until everything is incorporated. Turn the dough out on a lightly floured surface and kneed for about 5 minutes. Transfer back in a bowl and cover, letting the dough rise to double the size, about an hour. 
Beat down the dough and roll out until 1/2 cm (1/4 inch) thick. Then cut into 10x10 cm (5x5 inch) squares. 

To assemble, add a small tablespoon of custard in the middle of a square cut dough, tugging a bit at each corner to stretch, then fold over the custard, then repeat with opposite corner and then the 2 others. Make sure to squeeze together all holes, as you don't want the custard to escape. Turn over the bun and transfer to a baking tray covered with baking paper.
Let the buns rise again, about 30 minutes or until they have doubled in size. 
Brush with a bit of water and then bake the buns at 200C for about 13-15 minutes, until golden brown.

Transfer to a cooling rack. When almost completely cooled, mix together icing sugar, cocoa powder and water, but adding the water a little at a time, you want a very thick consistency, where you can just about spread it. Then spread out a dollop of icing on each bun.
Alternatively, leave out the cocoa powder and just add more icing sugar for white icing.

Hope you enjoy and happy fastelavn