Put the flour, sugar and yeast in a bowl, start incorporating the milk first, then the egg yolks, finally the butter, one piece at a time: continue to work for at least 10 minutes or until the dough is well strung on the hook.
Cover the bowl with cling film and let it rise in a sheltered, warm place for about 60-90 minutes or until doubled.
Take the dough, deflate it with lightly floured hands and divide it into 6 equal parts: shape each piece into a ball and let it rise for about 1 hour.
Take the balls back and, one at a time, roll them out with a rolling pin into an oval shape, then roll them up on the longer side.
Proceed in the same way with the other dough balls.
Arrange the various rolls in the mold lined with parchment paper and let it rise again for at least 1 hour or until doubled.
Brush with melted butter and sprinkle with powdered sugar and almonds, then cook for 15-20 minutes at 170 ° C in a pre-heated ventilated oven.
The Windsor bread is ready: let it cool, then serve it like this or sprinkled with powdered sugar.