Warm the milk slightly, then add the sugar and yeast. Mix well and let it stand for 5-10 minutes until foamy.
In a large bowl, combine the flour, salt, and grated orange zest. Make a well in the center and pour in the yeast mixture, eggs, vanilla extract, and melted butter.
Knead the dough by hand or with a stand mixer for 10-15 minutes until you have a soft, elastic dough.
Cover the dough with a clean kitchen towel and let it rise in a warm place for about 1.5-2 hours, or until doubled in size.
On a lightly floured surface, gently punch down the dough and shape it into a round loaf or several smaller rolls.
Place on a baking sheet lined with parchment paper, cover, and let rise for another 30 minutes.
Preheat the oven to 350°F (180°C). If desired, brush the top with a beaten egg for a shiny finish.
Bake the bread for 25-30 minutes, until golden brown. If you are making smaller rolls, 18-20 minutes may be enough.
Let it cool completely on a wire rack before slicing and serving.
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