Warm the heavy cream and evaporated milk for the dough portion of the recipe in a small saucepan (don't let it get hot!) If you're using active yeast, add it to the warm milk/heavy cream and let it sit for 10 minutes. If you're using instant yeast, you can just mix the dry yeast with the flour and salt.
In a separate mixing bowl, combine the butter, eggs, sugar and vanilla extract. Add the warm milk/cream mixture, mix it until it's combined with the other wet ingredients and then add the flour.
Using a dough hook, knead until the dough forms and pulls away from the sides of the bowl. You can also bring the ingredients together by hand if you're not using a mixer. Once the dough is formed, it should be slightly tacky, but not sticky.
on a lightly floured surface, for 2 minutes (or for 10 minutes if you didn't use a dough hook).
into a ball and place it in a clean, greased bowl. Cover the bowl with a kitchen towel and let it rest for 1 and ½ hours. The dough will double in size as it rests.