Prepare the Filling: Combine the honey, vanilla extract, lemon zest, and orange zest in a small bowl. Cover the bowl and let the mixture sit while preparing the first dough.
Activate the Yeast: Pour the lukewarm milk into the bowl of a stand mixer and add 1 teaspoon of sugar. Sprinkle the active dry yeast over the milk and let it stand for 5–10 minutes. Stir to combine.
Make the First Dough: Add the flour 00 to the yeast mixture and mix until a fairly firm batter forms. Cover the bowl and let the dough rest for 1 hour.
Start the Second Dough: Add the all-purpose flour, granulated sugar, room-temperature eggs, and egg yolk to the first dough. Begin kneading and continue for about 5 minutes.
Add the Citrus Mixture: Add the prepared honey, vanilla, lemon zest, and orange zest mixture. Knead for another 3–5 minutes, or until it is incorporated.
Incorporate the Butter: Add the softened butter gradually, allowing each addition to become absorbed before adding more. Add the salt and continue kneading until the dough becomes smooth and elastic, approximately 12–15 minutes. The total kneading time should be about 25–30 minutes. If the dough is too wet, add more flour; if it is too dry, add more milk. First Rise: Transfer the dough to a lightly floured surface and gently knead it into a ball. Place it in a greased bowl, cover, and let it rise in a warm, draft-free area for 2–4 hours, or until doubled in size.
Divide the Dough: Transfer the risen dough to a lightly floured surface and knead it a few times. Divide it into larger portions of approximately 2¾ ounces / 80 g and smaller portions of approximately ½ ounce / 15 g. Shape each portion into a ball.
Shape the Brioche: Arrange each larger dough ball on a parchment-lined baking sheet. Using your finger or a ½-inch teaspoon measure, make a small hole in the top of each larger ball. Lightly brush the hole with egg wash, then place a smaller dough ball in the center.
Second Rise: Cover the shaped brioche with a clean tea towel and let them rise in a warm, draft-free area for about 1–2 hours.
Preheat the Oven: Preheat the oven to 350°F/180°C.
Bake the Brioche: Bake the risen brioche for approximately 20 minutes, until baked through and lightly golden.
Cool the Buns: Remove the brioche from the oven and transfer them to a wire rack. Allow them to cool before serving.
Serve: Dust the cooled brioche with powdered sugar before serving. For a Sicilian-style serving, slice a bun in half and add a scoop of vanilla ice cream.
