In a microwave-safe bowl, add milk and butter then microwave for 1 minute or until the milk is warm enough. Using a whisk, mix well and add sugar and stir well then keep aside.
In a bowl of a stand mixer attached with a dough hook, add flour, yeast and beat together. Now add milk mixture and continue to beat the dough again.
Add salt, vanilla extract and eggs and knead the dough for 5 minutes on medium speed and increase the speed and knead for another 5 minutes until the dough is soft.
If you're using kneading the dough by hand, knead until it smooth and soft.
Lightly flour the work surface and transfer the dough on to it and continue to knead for 5 minutes until it is soft and smooth.
Transfer the dough to a large greased bowl and cover it with a kitchen towel for 1 to 1 ½ hour. Here I proofed my dough in the instant pot which is so easy and quick.
Punch the dough and knead again for 2 to 3 minutes. Cut the dough into two equal parts. Take one part of the dough and roll it into a log and slightly flatten it with your hand.
Leaving the top part intact, cut the dough into three equal strips using a knife. Carefully braid the strips.
Transfer the dough to a lined baking tray and repeat the same with the other half. Cover the tray with a kitchen towel for approx.45 minutes.
Whisk egg and sugar together. Brush the egg mixture to the raised dough thoroughly. Bake at 180°C or 356°F for 25 -30 minutes.
Allow the bread to cool in the tray for 5-10 minutes and then move to the wire rack to cool completely
Slice the braided bread and enjoy it with your family!