In a warmed bowl of a stand mixer, combine yeast and water. Whisk to dissolve yeast.
Add yolks, oil, honey, and vanilla. Whisk to combine. Add flour and salt.
Using the paddle attachment, mix on low speed for 2 minutes. Rest in bowl for 5 minutes. Switch to dough hook and mix on medium speed for 4 minutes.
Dump dough onto well floured board or pastry mat. Dough will be very sticky. Using additional flour, knead for 1-2 minutes.
Form dough into a ball and place in a LARGE well-oiled bowl. Cover with plastic wrap and refrigerate overnight or up to four days. (You may need to add additional plastic wrap during refrigerated time--this dough rises significantly!)
Remove dough from refrigerator 2 hours before you're ready to shape. Prepare three baking sheets with parchment paper.
Divide dough into equal thirds using a kitchen scale to measure. Divide each third into three more equal pieces.
Using three pieces of dough, roll each strand in to a 12-14" cigar. Join the three ends together at the top by squeezing dough and braid. Transfer loaf to baking sheet and brush with egg wash. Continue with other strands to make three loaves with three braided strands in each.
Allow loaves to rise at room temperature for 1 hour. Lightly brush with additional egg wash once more during rising time.
Bake in a preheated 350 degree oven for 20 minutes. Rotate pans. Bake for 10-15 minutes longer. Bread is done when internal temperature is 190 degrees on higher.