In a small bowl, combine milk, beaten eggs, vanilla extract, and sugar. Add red food coloring to mixture until desired color is met.
In a medium bowl, tear the day old bread into small pieces. Add the liquid mixture from step 1. Mix until bread is fully moistened.
Cover and put the moist bread in the refrigerator for 15-30 minutes to soften
In a medium pan, heat the mixture constantly stirring to avoid sticking.
When nearly all of the liquid is absorbed, add in the butter and salt until evenly mixed. Continue cooking until the mixture is paste-like. Set aside to cool
To create the dough, follow directions in my cube bread recipe until step 4 is completed (first proof is complete) Deflate the dough, making sure any large air bubbles are removed. Roll the dough out into a rounded rectangle (some may say oval) until dough is about 1/4 inch thick.
Spoon the paste on one half of the dough, lengthwise, but be sure to leave a dough border. Then fold the dough lengthwise to create a long roll.
Cut the large roll so you end up with evenly sized rolls. In my video, I ended up cutting the rolls into pieces 1 1/2 inch thick.
On a parchment paper lined baking sheet, arrange the small rolls so they will not touch when baked. Proof for at least 30 minutes.
In a small bowl, beat 1 egg with 1 tablespoon water to create the egg wash. Brush this on the tops off the dough
Bake at 350 F for 15 to 18 minutes or until golden brown