Instructions

1. Beat 3 1/2 cups all-purpose flour, 1/4 cup granulated sugar, 1 (1/4-ounce) packet instant yeast, and 1 teaspoon kosher salt together in a stand mixer with the dough hook on low speed until combined, about 1 minute.
2. Whisk 1/2 cup of the warm whole milk, 2 of the room-temperature large eggs, 1 room-temperature large egg yolk, 1/4 cup honey, 1 tablespoon finely orange zest, and 2 teaspoons vanilla extract together in a medium bowl until smooth.
3. Pour into the flour mixture and beat on low speed until a shaggy dough forms and no dry flour remains, 1 to 2 minutes. Increase the speed to medium-low and knead until the dough becomes smoother and more cohesive, 3 to 4 minutes.
4. With the mixer still running, add 6 tablespoons room-temperature unsalted butter 1 piece at a time, allowing each one to fully incorporate before adding the next. Add 1 tablespoon olive oil and continue kneading until the dough is smooth, elastic, soft, and slightly sticky, 8 to 10 minutes. The dough should hold together and pull away from the sides of the bowl.
5. Lightly oil a medium bowl with olive oil. Transfer the dough to the bowl and turn to coat in the oil. Cover and let rise in a warm place until doubled in bulk and puffed, 1 1/2 to 2 hours.
6. Line two baking sheets with parchment paper. Turn the dough out onto a lightly floured work surface and gently press it down with your fingers to deflate and release the air. Shape it into a rough 8x10-inch rectangle that’s about 1-inch thick.
7. Cut the dough into 15 pieces (about 60 grams each). Shape each piece into a round: Pull the outer edges up and toward the center, then pinch to seal. Turn seam-side down, then cup your hand over the dough and roll it on the counter in a small circular motion, tucking the dough underneath as you go, until smooth and formed into a tight, neat ball.
8. Arrange the buns on the baking sheets, spacing them evenly apart. Cover loosely with plastic wrap or a clean kitchen towel. Let rise in a warm place until puffed and almost doubled in bulk, 45 to 60 minutes.
9. When the buns are almost ready, heat the oven to 350°F. Whisk the remaining 1 large egg and 1 tablespoon whole milk together in a small bowl.
10. Uncover one sheet of the buns and brush them with the egg wash. Bake, rotating the baking sheet halfway through, until deep golden-brown and at least 190ºF, 14 to 16 minutes. Transfer to a wire rack and let cool completely. Repeat brushing the remaining buns with egg wash and baking. While the buns are cooling, make the mascarpone whipped cream.
11. Beat 1 1/2 cups cold heavy cream, 3/4 cup cold mascarpone cheese, 1/4 cup powdered sugar, 1 1/2 teaspoons vanilla extract, and 1 pinch kosher salt together in a stand mixer with the whisk attachment, starting on low speed for 1 minute and then increasing to medium-high speed, until firm peaks form. Transfer the cream to a piping bag or large resealable zip-top bag and refrigerate until ready to use.
12. Using a serrated knife, cut a diagonal slit down the top of each bun, starting just to the right of center and slicing down toward the side without cutting all the way through. Gently open the buns with your fingers to create a pocket for the filling. 
13. Pipe the mascarpone whipped cream into the center of each bun, mounding it slightly above the cut. Use a small offset spatula or the back of a butter knife to smooth the cream so it sits flush with the edges and looks neat.
14. Dust the buns generously with powdered sugar and serve immediately, or refrigerate briefly if you prefer a firmer cream and serve later the same day.