In a saucepan filled with hot oil, put the mini milk bread rolls and let them fry until golden brown.
After that, remove them from the saucepan and soak the excess oil on a plate lined with paper towels.
Next, into a bowl, add the sugar and coat the bread rolls in it.
Into a saucepan, add the corn starch, the milk, the sugar, the egg and the vanilla essence, turn on the heat to low power and stir all the ingredients until thickened.
After that, let the cream cool down.
When that happens, transfer all the cream to a piping bag with a nozzle.
Then cut the mini milk bread rolls in half and fill them with the cream.
Close them and serve.