In a small bowl, combine milk, 1 tsp sugar and yeast. Stir to combine. Cover with plastic wrap and let it sit for 10 minutes until the mixture bubbles.
In the bowl of a stand mixer beat eggs and 3/4 cups of sugar for 4-5 minutes until thick and pale. Add yogurt and mix to combine.
Add the milk/yeast mixture and add 1/2 of the flour. Mix to combine. Add vanilla and 1/2 of the melted butter. Switch to the dough hook.
Kneading on low speed, add the remaining flour and butter. Knead for 4-5 minutes, until dough no longer sticks to the sides of the bowl. Add more flour if necessary.
Transfer dough to a floured surface and form a ball.
Place ball in a 1-quart zip lock bag, seal and close. Let the dough rise in the refrigerator for 2 hours until it doubles its size. The dough can be left on the fridge overnight or for up to 2 days.
Take dough out of the fridge 30 minutes before you are planning to shape the bread.
Take out of the zip-lock bag and place on a lightly floured work surface. Cut the dough into 3 equal parts and shape 3 balls.
Roll each ball into a 14" x 10" rectangle. Spread 1/3 of the jam over the dough. Roll into a log along the longer side of the log. Repeat with the remaining 2 balls of dough.
Make a braid with the 3 jam filled logs.
Line a loaf pan (9"x5"), (or spray with cooking spray and lightly flour).
Place bread in the pan and cover with plastic wrap. Let it rise for 30 minutes to 1 hour.
Preheat oven to 350F.
Brush the top of the bread with egg yolk and sprinkle sugar.
Bake at 350F for 30 minutes, then reduce temperature to 325 F and bake for 20-30 more minutes, until the top is browned and toothpick inserted in the middle, comes out clean.
I the top of the bread starts to brown very quickly, I suggest that you cover it with aluminum foil and continue baking to prevent browning.
Let the bread cool at room temperature and slice.