Heat 90ml milk to 37°C, add yeast, cover, and let stand for 10 minutes.
Beat eggs with sugar and vanilla paste; sieve flour, salt, and nutmeg into a bowl.
Combine dry and wet ingredients into a sticky dough and knead using a mixer with a dough hook.
Incorporate butter beaten with cinnamon into the dough, then knead by hand until smooth and elastic.
Refrigerate the dough in an oiled, covered bowl overnight.
Cook butterscotch ingredients with 75ml water to 143°C, add butter, then pour into a tin to harden.
Boil fudge ingredients to 114°C, cool to 43°C, beat until creamy, then pour into a tin to set.
Whisk butter, cream cheese, and icing sugar together until light and smooth to create the frosting.
Preheat oven to 200°C and break the hardened butterscotch and fudge into small pieces.
Knead the candy pieces into the cold dough and divide into 12 equal balls.
Place balls in a greased 30cm round tin, dust with sugar, and let rise for two hours.
Glaze with egg yolk and milk mixture.
Bake for 5 minutes at 200°C, then reduce to 180°C and bake for 25 minutes more.
Cool on a rack, then spread the cream cheese frosting over each bun before serving.