Place the flour, caster sugar, salt, yeast and milk powder in the mixer bowl of a stand mixer. Mix well and create a well in the centre. Pour in the warm milk.
Start kneading the dough with a dough hook attachment at medium speed for about 5 minutes.
When the dough comes together, add in the softened butter, a little at a time.
Continue to knead the dough for a further 3 to 5 minutes or until it passes the windowpane test. This involves taking a small piece of dough and gently stretching it until it is thin enough to see light through it, without it tearing.
Transfer the dough to an oiled bowl and cover it with cling film. Place it in a warm place for the first proof until it doubles in size. It should take between 1 to 2 hours.
Remove the cling film, sprinkle some flour on top of the proofed dough. Knock out the air and transfer it to a lightly flour-dusted surface. Knead the dough for around 3 minutes.
Divide the dough into 6 equal pieces using a kitchen scale, around 68 g each.
Shape each dough into a ball and place it on a lined baking pan, 2” apart.
Cover with a tea towel and rest for 10 minutes.
Flatten one piece at a time on a work surface. Take a frozen butter cube and carefully wrap it with the dough, making a little parcel. Pinch the ends tightly to avoid butter leaking out during baking. Repeat the same process for the other 5 pieces.
Cover with a tea towel for the second proof until they almost double in size. This may take between 30 minutes and 2 hours (the frozen butter can slow down the process but be patient!).