Shape the dough into a ball and roll it flat with a rolling pin until about 1 inch thick. Preheat the oven and let the dough rise for a few minutes.
Brush it with the egg wash and sprinkle with cinnamon crumb.
Bake for about 30 minutes. If it’s browning too fast, you can cover it loosely with foil.
Prepare the filling: Dissolve the cornstarch n two tablespoons of milk. Pour the remaining milk into a small pot, add the sugar, vanilla sugar and butter. Heat until dissolved. Add the milk with cornstarch and mix constantly until it starts to boil and thickens. Remove from heat and let it cool (transfer into a bowl to cool it faster).
Let the kolache cool on a wire rack. Meanwhile, whip the heavy cream until stiff peaks form. Fold it gently into the cold vanilla custard.
Cut the kolache horizontally in half, spread the filling on the bottom and cover with the top. Sprinkle with powdered sugar.