Sprinkle the yeast into 4 fl oz of warm water in a small bowl. Leave for 5 minutes; stir to dissolve. Warm the milk in a saucepan with the butter and sugar. Stir continuously, until the butter and sugar has melted. Cool until tepid, and then beat in the eggs until evenly mixed.
Mix the flour and salt together in a large bowl. Make a well in the centre and pour in the yeasted milk and the butter mixture. Mix in the flour to form soft, sticky dough.
Turn the dough out on to a floured work top. Knead until smooth, shiny, and elastic, about 10 minutes. Return the dough to the bowl and place into a plastic bag and leave to rise in a warm room for 1-1 ½ hour.
Divide the dough into 12 pieces, each about 90g, then roll them into a ball and then shape them into fingers about 13cm/5in long.
Place the rolls on a buttered baking sheet. Place into a plastic bag to prove until doubled in size, about 40-45 minutes. They should just be touching each other when they have risen. Bake in a preheated oven 220c/425F/Gas 7 for 10 minutes then place them on a wire rack to cool.
For the icing, sift the icing sugar in a large bowl and gradually stir in the water to form a thick paste. You can add colouring if you want to. With a knife take some of the icing and spread it over the top part of the finger bun, smoothing with the knife, then leave on a wire rack to set.
Pour the cream into a large bowl scrape the vanilla pod and add the vanilla seeds to the cream then and 2tbsp of icing sugar. Mix the cream with an electric whisk until evenly combined. Spoon it into a piping bag with a small shape nozzle.
Spread the jam on the inside of the bottom half of the bun then you are ready to pipe the cream over the jam and then place the top half of the bun on top of the cream.