Activate the yeast by mixing it with warm milk and sugar.
Combine flour, sugar, and salt in a large mixing bowl.
Add the activated yeast mixture, eggs, and melted butter to the flour mixture.
Knead the dough until smooth and elastic, then place it in a greased bowl to rise.
Meanwhile, prepare the vanilla cheesecake filling by combining cream cheese, powdered sugar, and vanilla.
Once the dough has risen, punch it down and divide it into equal portions.
Shape each portion into a ball, flatten slightly, and add a spoonful of filling in the center before sealing it.
Place the buns on a baking tray lined with parchment and allow them to rise again.
Preheat the oven to 200°C (390°F) and bake the buns until golden brown.
Let the buns cool slightly before serving, dust with powdered sugar if desired.