These are delicious warm from the oven with butter and jam; a perfect breakfast food. A jar of homemade blueberry jam would make a wonderful accompaniment to this.
* To make vanilla sugar, fill a 1-quart jar with sugar. Split a vanilla bean in half lengthwise and add both halves to the sugar. Flavor gets better after a couple of weeks, and it will keep as long as regular sugar.
Place jar contents in a large mixing bowl. Add 1 beaten egg and 1/4 cup water; stir just until moistened. Turn dough out onto a lightly floured surface and quickly knead gently for 12 to 15 strokes or until nearly smooth. Pat to 1/2-inch thickness. Cut into desired shape and place 1 inch apart on an ungreased baking sheet. Brush with milk. Bake at 400 degrees F for 12-15 minutes or until golden. Transfer to a rack to cool slightly and serve warm.