In a bowl sift together flour, custard powder and set aside.
In another bowl, add in butter, icing sugar and mix just until well combined. Add in powdered milk and mix. Add in egg yolk, vanilla extract and mix again just until well combined. Lower the speed and add in the flour bit by bit, mixing just until well combined each time. Form into a ball, cover with cling film to prevent it from getting dry when not using.
Generously flour on the work surface. Work with ⅓ dough at a time. Form into a disk, flour the rolling pin as the dough is a bit soft and sticky. Roll into 5 mm thickness.Note: If the dough is too soft, place it in the fridge for 5 minutes. Not too long as it gets harder it will break when we roll it later
If you're using the dough presser, put some dough in it and start pressing as per your presser's instructions. I'm doing it the old method. Flour the line rolling pin and gently roll it on the dough, making lines on it. Cut into 2.5x1 inch stripes. Carefully take one stripe and flip it on a rigid yet flexible plastic. Place one jam log at one end and start rolling it with the dough. Cut excess dough if any.See the video better understanding.
Place them on a baking tray with baking sheet. Gently brush with egg yolk. Bake at 175ºC (345ºF) preheated oven for 20-25 minutes or until bottom edges are golden brown and they're fully cooked. Cool completely on a rack.