Make the Dough for Dumplings: Combine all the ingredients. Knead for 4~5 minutes until a soft, pliable dough forms. Cover and rest for 1 hour or until the dough is double in size.
Make the Poaching Liquid: Heat the milk with butter and sugar until both butter and sugar is melted. Cool the mixture and stir in vanilla crush. If using vanilla bean, then scrape the seeds out and add to the milk mixture along with the bean while heating. Discard the bean.
Spray a 9"x9" square baking dish or a cast iron skillet.
Once the dough is doubled in volume, punch it down gently and divide it into 9 equal pieces. Place the pieces in the prepared baking pan or skillet. Cover and let rise for another 40~60 minutes or until doubled.
In the meantime, preheat the oven to 375°F.
Pour the poaching liquid on the dumplings and cover the pan. Bake for 20 minutes. Uncover and bake for another 10~15 minutes or until the top of the dumplings are golden. If using a cast iron skillet, place the skillet on the stove and cook for 8~10 minutes to brown the bottoms. Cool slighlty before serving.
For the Vanilla Sauce: I have seen recipes using vanilla pudding mix to make the vanilla sauce. I kept it really simple and added the vanilla crush to the cream, refrigerated it for a little bit, then beat it until light and fluffy along with sugar.