To begin, warm the milk until just lukewarm, then stir in the sugar and sprinkle the yeast over the surface. Let it sit for 10 minutes until frothy. This ensures the yeast is alive and ready to leaven. Move on to the dough mixture.

In a large mixing bowl, combine flour and salt. Add the yeast mixture, egg, and melted butter. Mix until a soft dough forms, then knead on a lightly floured surface for 8–10 minutes until smooth. Proceed to proofing.

Place the dough in a lightly greased bowl and cover with a clean towel. Let it rise in a warm spot for about 1 hour or until doubled in size. While waiting, prepare the cheese filling.

In a medium bowl, combine cottage cheese, egg yolk, sour cream, sugar, vanilla extract, and lemon zest if using. Mix until smooth and creamy. Adjust sweetness to taste. Set aside until dough is ready.

Once risen, punch down the dough and divide it into four equal portions. Roll each into a smooth ball, then flatten slightly into discs. Place on a lined baking tray, spacing them well. Move to shaping the centre.

Using the base of a glass or your fingers, press a deep indentation into the centre of each disc, forming a well for the filling. Do not press through the dough. Move to filling and egg washing.

Spoon a generous amount of the cheese filling into each well. Brush the outer edges of the dough with the egg yolk and milk mixture for a glossy finish. Proceed to the final proof.

Allow the assembled vatrushki to rise uncovered for 15–20 minutes while you preheat the oven to 180°C (fan 160°C). This helps develop a lighter texture. Move to baking.

Bake in the preheated oven for 18–22 minutes until the edges are golden and the filling is just set. Avoid overbaking to keep the centre soft. Prepare for cooling and serving.

Let the vatrushki cool slightly on a wire rack. Serve warm or at room temperature. Dust with icing sugar if desired. These pair beautifully with tea or black coffee for a true Russian treat.