I come at this from the POV of someone who has a good relationship with yeast's two sides -- the primadonna with exacting parameters, and the loosey- goosey flowerchild that does what it wants, when it wants. Given that, ensaymada falls into the family of bready yeast-risen pastries that includes brioche, challah, pannetone, malasadas, and other sugar-, butter-, and/or egg-enriched tender doughs.
Make the sponge:
1 tbsp. 16 g active dry yeast
4 oz 112 g water, room temperature
1 tbsp 15 g sugar
12 oz 354 g evaporated milk or half-and- half, room temperature
180 g liquid starter
14 oz 400 g unbleached all purpose flour
Whisk the yeast into the water in a mixer bowl. Add the rest of the ingredients and whisk to form a thin batter. Cover and let rise 30 minutes; it will look (surprise!) like a sea sponge, bubbly/foamy with a bit of shine.
Complete the dough:
450-500 g unbleached all-purpose flour
4 oz 113 g unsalted butter, softened but cool
4 egg yolks
150 g sugar
15 g salt
Add the remaining ingredients and combine with the hook attachment on medium-low speed. It will look like a mess for a little bit, but will come together eventually! Scrape down the bowl with a rubber spatula to get the flour and eggs to absorb completely, and to ensure that the butter doesn't just gather around the hook. Knead on medium speed until it is smooth and uniform, and does the climbing-up-the-hook you see in the video above. This should take a good 5-7 minutes after there are no more streaks of egg or flour. Test it by taking a little of the dough and stretching it open between your fingers -- you need to be able to get a 1-inch window that you can see light through but doesn't tear.
Cover and let rise in the bowl until doubled; it should take about 45 minutes at room temperature, but the butter will leak out if you make it warmer. Patience -- remember, loosey-goosey flowerchild has its own timeline. If you want, let the dough rise in the fridge overnight. (I tend not to do this since it makes it harder to shape consistently, but if you want, shape only half and save the other half in the freezer for another time.)
To test whether the dough has doubled in size, poke it with a floured fingertip or two, about an inch deep. If the depressions fill in quickly, try again in 10 minutes; if they fill in slowly or not at all, you can deflate and divide.
Push down and pull the outsides of the dough to the middle; this evens out both the yeast activity and the temperature. Turn the dough out onto a lightly floured counter and use a knife or scraper to divide it into even pieces -- I divided into quarters, then each quarter into 6, so each ensaymada starts with about 3 oz 85 g.
Tuck the corners of each piece under so they are more-or-less rounded and line them up as you do them; keeping track of the order in which you tucked helps give the gluten time to rest for shaping. Cover the pieces (with a kitchen towel, upside-down pan, or plastic wrap) to prevent them from drying out as you shape the others.
Shape and fill:
approx. 3 oz 85 g unsalted butter, softened to spreadable
about 3 oz 85 g grated cheese -- I use a sharp New York white cheddar, but you can use Gouda, Edam, or Emmenthal
approx 5 oz 140 g sugar
(optional fillings: chopped ham, ube spread, crumbled chorizo, salted egg, macapuno or coco jam, etc)
Buttered pans of your choice: I use deeply fluted flared-out aluminum molds that hold about 5 oz 140 g., but 4 oz muffin pans, deep tart pans, custard cups or silicone molds work as well.
the shaping is where it gets easier with pictures. With a small rolling pin or smooth glass, roll each dough piece into an oval about 3 in 8 cm wide by 10 in 25 cm long. Spread with butter, then layer on cheese and sugar (and any other toppings; you might find that less sugar is better with wet fillings.)
Start to twist and roll by flipping the bottom left over, then push to make the oval wrap around itself on an angle so you get all the fillings on the inside.
you want to end up with a rope that is fairly even in diameter. Hold on to the end in your left hand and use your right hand to coil the rope around that. Place in the prepared pans, tucking the outside end underneath enough so it doesn't stick out, but not enough so it makes the coil tilt.
As you shape them, place the pans under another towel, pan or plastic wrap so they don't dry out. Repeat! Let them rise until they feel puffy and light; note that if you use a filling that is very salty, they will rise more slowly. It will take a good 30-40 minutes.
Heat the oven to 350F 175C. When the ensaymada have risen, quickly spritz the oven with some water -- I just use a squeeze bottle, but if you have a spray bottle, aim for the walls and not the floor. While the oven is still steamy, load in the ensaymada and close the door.
They will rise quickly in the first 15 minutes (this is called oven spring -- something unique to yeasted doughs that is pure satisfaction after you've tried so hard to coddle the diva! ;D), then start to brown because of all the butter, egg and sugar. If they are getting too dark for your liking, cover them with foil so they will continue to cook on the bottom but not the top. Depending on size, this will take 15-25 minutes.
Let the ensaymada cool in the pans until they are just warm, then carefully loosen with your fingertips and a butter knife or small spatula -- the bits of cheese and cooked sugar will make them stick a bit, so don't wait until they are completely cool, but if they are too hot the ensaymada will deflate as you try to get them out of the pans. Let them cool on a rack while you make the topping.
Traditionally, a slather of butter, sugar and cheese is the finish for these; in the last 30 or so years though, most ensaymada you see have used some form of buttercream. It makes sense to combine the butter and sugar into an emulsified, stays-where-you-put-it frosting, and it adds an element of smooth lightness. I use a Swiss meringue buttercream, because it fluffs up nicely and isn't too sweet.
2 egg whites
4.25 oz 120 g sugar
6 oz 180 g unsalted butter, in small cubes
Bring a small saucepan of water to a simmer. Have the eggwhites, sugar and salt in a mixer bowl, and set it in the simmering water. Heat the mixture, whisking all the while, until the sugar dissolves and the mixture is hot. Take it off the water and whip on the mixer on high speed until the meringue is cooled off, tripled in volume and very white. When you touch it, it should feel room temperature at the most. Add the butter and beat in until completely incorporated and very fluffy.
Spread the buttercream on the completely cooled ensaymada, then add more sugar and cheese. I like to mix a bit of the cheese in the buttercream, then finish with a light grating, rather than the cheese helmet that often garnishes the ones in packages. If you have other fillings, it's helpful to garnish with some of those too -- like a dot or stripe of ube or coco jam, or some bits of chorizo, so people know what they're getting.Then eat away! Really these are best the day of baking, but they can also be frozen the day of baking, then defrosted without much loss of quality. Some people like them cold, but I just can't -- you miss out on so much of the flavor of the actual bread part.