Add the lukewarm (not hot!) milk to the bowl of a stand mixer fitted with the dough hook attachment or use a handheld mixer. Use a spoon and manually stir in the sugar and yeast. Cover with a towel and let sit until the yeast is foamy, about 5-10 minutes.

Beat in the softened butter on low speed. Then add the eggs, one at a time (beat until each egg is incorporated) and the salt.

On low speed, add the flour, one cup at a time. Once all the flour is added, increase speed to medium-high and beat until the dough is soft and smooth, about 3-4 minutes longer. The dough will be ready when it gently pulls away from the side of the bowl and has an elastic consistency.

Knead the dough with your hands for 1 minute and form it into a ball. Place the dough ball in a lightly greased bowl, cover and let it sit in a warm place until doubled in size for about 1 to 2 hours.

In the meantime make the vanilla pastry cream. Take away 1/4 cup milk from the 2 cups and mix with sugar and vanilla pudding mix. Bring the rest of the milk to a boil, remove the pot from the heat and add the sugar-milk-pudding mixture. Stir until the mixture is completely dissolved. Bring the pudding to a boil while stirring constantly and cook for 2-4 more minutes until the vanilla pudding is creamy and coats the back of a spoon. Fill into a bowl and put plastic wrap directly onto the surface of the pudding. Let it cool down to room temperature.

When the pudding has reached room temperature, add the butter and mix until combined. Fill into a piping bag fitted with a round tip.

Grease a half sheet baking pan or use parchment paper. After the dough has doubled in size, roll it out into a 3/4 inch (2cm) high rectangle on a lightly floured surface. Transfer to the half sheet and poke holes with your fingers or the back of a cooking spoon into the dough.

Pipe the pastry cream into the holes. Make more holes if you have leftover pastry cream. When you piped all the cream into the cake preheat your oven to 450°F (200°C) and let the dough rise while you wait for your oven to reach the temperature.

Bake the cake for 15 minutes. In the meantime mix sliced almonds, cinnamon, and sugar together.

After 15 minutes decrease the temperature to 350°F (180°C) and brush the cake with the heavy cream. Sprinkle cinnamon-almond mixture on top of the cake and bake for 15 more minutes until the top of the cake is golden.

Take the cake out of the oven and let it cool for a few minutes. Cut into pieces while still warm.