In a large mixing bowl, combine the flour, sugar, and salt. In a separate small bowl, dissolve the yeast in warm milk and let it sit for about 5 minutes until frothy.

Add the melted butter, egg, and vanilla extract to the yeast mixture. Stir to combine.

Gradually add the wet ingredients to the dry ingredients, mixing until a dough forms. Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.

Place the dough in a greased bowl, cover with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until doubled in size.

While the dough is rising, prepare the filling by mixing the ricotta cheese, cream cheese, sugar, egg yolk, and vanilla extract in a bowl until smooth.

Preheat the oven to 375°F (190°C).

Once the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a ball and then flatten it into a disc about 4 inches in diameter.

Place the discs on a parchment-lined baking sheet. Use your fingers to create a small well in the center of each disc.

Spoon the cheese filling into the wells of each pastry.

Bake in the preheated oven for 20-25 minutes, or until the pastries are golden brown.

Allow to cool slightly before serving.