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Dissolve yeast into 1/2 cup of warm milk. Once it turns foamy you know it's activated (about 4-5 minutes). If it doesn't turn foamy, your yeast is dead and you'll need to use another packet.
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Mix (in a standing mixer or hand held) yeast with orange juice, butter, sugar, salt, egg, and vanilla extract.
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Add flour slowly, as to not explode flour everywhere. Start with 3 cups of flour.
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Mix dough until it pulls away from the bowl and turns into a ball. If the dough is sticky, add in the extra 1/2 cup of flour. If the dough is springy, it's ready.
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Knead dough on a lightly floured surface for about 5 minutes. Form into a ball.
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Place in an oiled bowl (I used cooking spray) and allow it to double in size, overnight in the fridge or for 1 1/2 - 2 hours in a warm place**