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Beat the egg and pure vanilla extract together in a small bowl.
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Whisk together the all-purpose flour and white granulated sugar in a bowl.
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Make an impression in the middle of the dry ingredients mixture and add the lukewarm milk.
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Add the yeast to the milk. When the yeast dissolves, add the egg and vanilla mixture and the soft unsalted butter.
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Knead everything together into a dough.
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Cover the bowl with a dishcloth and let it stand in a warm place for 30 minutes.
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Uncover the dough and knead for a few minutes in the bowl.
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Cover the bowl once more and let the dough rest in a warm place for another 30 minutes.
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Turn the dough out onto a floured work surface. Roll out the dough and cut twelve 4-inch circles out of the dough.
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Then cut six 1+1/2 inch in diameter circles, twelve 3/4 inch half moons, and twelve 1/2 inch triangles.
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Preheat the oven to 350 degrees F.
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Line a baking sheet with parchment paper.
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Lay 6 of the four-inch circles on the baking paper.
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Lightly beat the egg yolks together in a small bowl.
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Brush the 6 circles with egg yolk.
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Affix the triangles to the top for ears.
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Place 1 tablespoon of the jam flavor of your choice in the middle of each circle and spread it around, leaving a small frame with no jam.
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Place large circles on top of the jam and gently press the sides together until the seams disappear.
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Place the smaller circles on for the snouts and the half moons above the snouts for the eyes.
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On each pig, press two raisins into the small circle for nostrils and two into the half-moon eyes for pupils.
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For the egg wash, brush the remaining beaten egg yolks over the bread.
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Place the baking sheet in the oven and bake for 20-25 minutes, until golden brown.
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Remove from oven, let cool for 10 minutes before serving.