How to Make It
Stir together 3 3/4 cups flour, sugar, yeast, and salt in a large bowl. Make a well in center, and add butter, milk, and eggs. Using your hands, combine mixture in a circular motion until ingredients are incorporated and a shaggy dough forms. Transfer dough to a lightly floured surface. Knead, lightly striking dough against surface and adding up to 2 tablespoons flour, a few teaspoons at a time, until dough is smooth and elastic, 6 to 8 minutes.
Place dough in a lightly greased large bowl. Cover with plastic wrap, and let stand at room temperature until slightly risen, about 1 hour and 30 minutes. Chill dough 8 hours or overnight.
Divide dough into 12 (about 2 3/4-ounce) pieces, and shape into balls. Place dough balls on 2 parchment paper–lined baking sheets, and brush lightly with egg wash.
Preheat oven to 350°F. Divide Vanilla Crust Dough into 12 (about 3/4-inch) balls. Working with 1 Vanilla Crust Dough ball at a time, use fingers of both hands to pass ball back and forth until it flattens into a 3-inch circle. Top each concha dough ball with a Vanilla Crust Dough circle, gently pressing until molded around each. Mark tops by gently pressing with a 4-inch-round shell-pattern mold (or use a knife to make a shell pattern). Dip conchas, shell side down, in granulated sugar, and return, shell side up, to baking sheet, spacing conchas at least 3 inches apart. Let stand, uncovered, at room temperature, until slightly risen, about 2 hours.
Bake conchas in preheated oven until dough crevices are golden brown, 20 to 22 minutes. Serve immediately.