Buchteln (Baked yeast buns) with vanilla sauce á la Sacher

Prepare a sponge with lukewarm milk, yeast and 1/3 of the flour. Dust with a little flour and cover with a cloth. Leave to rise in a warm place. Then add the rest of the flour, sugar, egg yolks, lemon rind a pinch of salt. Knead into a semi-stiff dough. Finally, work in some butter. Coverwith a cloth and leave to rise again until the bulk has increased considerably.
On a floured surface, roll the dough flat to about 2 cm.With a cutter, cut out pieces about 6 cm in diameter, fold and close the edges tightly at the top. Dip each piece one by one in the melted butter and place them closely side-by-side in a well greased baking tray with the folded edge facing down. Bake in a preheated oven at 180 °C for about 20–30 minutes until golden yellow. Separate them to serve, and sprinkle over icing sugar.
For the vanilla sauce, heat the milk and vanilla pod. Simmer for about 5 minutes. Beat the egg whites and sugar. Gradually stir in the milk (without the vanilla pod) and keep stirring on medium heat until the sauce thickens slightly. Place the pot in a bowl filled with iced water and allow to cool, stirring now and again.When the sauce is cold, fold in some whipped cream.