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1. Preheat the oven to 350°F. Butter an 8 x 8-inch baking dish.
2. Cut the bread into small pieces.
3. Place the egg yolks and sugar in the bowl fitted with the whisk. Mix at speed 6 for 1 minute while adding the milk and vanilla through the opening of the lid.
4. Using a spatula, stir bread into the egg mixture until completely soaked.
5. Pour the mixture into the prepared dish and press down firmly. Bake for 40-50 minutes or until a knife inserted in the middle comes out clean. Serve warm.