Instructions

1. To make the brioche: Put the yeast, water and milk in the bowl of a stand mixer and, using a wooden spoon, stir until the yeast is dissolved. Add the flour and salt, and fit into the mixer with the dough hook, if you have one. Toss a kitchen towel over the mixer, covering the bowl as completely as you can-- this will help keep you, the counter and your kitchen floor from being showered in flour. Turn the mixer on and off a few short pulses, just to dampen the flour (yes, you can peek to see how you're doing), then remove the towel, increase the mixer speed to medium-low and mix for a minute or two, just until the flour is moistened. At this point, you'll have a fairly dry, shaggy mess.
2. Scrape the sides and bottom of the bowl with a rubber spatula, set the mixer to low and add the eggs, followed by the sugar. Increase the mixer speed to medium and beat for about 3 minutes, until the dough forms a ball. Reduce the speed to low and add the butter in 2-tablespoon-size chunks, beating until each piece is almost incorporated before adding the next. You'll have a dough that is very soft, almost like batter. Increase the speed to medium and continue to beat until the dough pulls away from the sides of the bowl, about 10 minutes.
3. Transfer the dough to a clean bowl (or wash out the mixer bowl and use it), cover with plastic wrap and leave at room temperature until nearly doubled in size, 40 to 60 minutes, depending upon the warmth of your room.
4. Deflate the dough by lifting it up around the edges and letting it fall with a slap to the bowl. Cover the bowl with the plastic wrap and put it in the refrigerator. Slap the dough down in the bowl every 30 minutes until it stops rising, about 2 hours, then leave the uncovered dough in the refrigerator to chill overnight.
5. To make the pastry cream: Bring the milk to a boil in a small saucepan. Meanwhile, in a medium saucepan, whisk the egg yolks together with the sugar and cornstarch until thick and well blended. Still whisking, drizzle in about 1/4 cup of the hot milk-- this will temper, or warm, the yolks so they won't curdle. Whisking all the while, slowly pour in the remainder of the milk. Put the pan over medium heat and, whisking vigorously, constantly and thoroughly (making sure to get the edges of the pot), bring the mixture to a boil. Keep at a boil, still whisking, for 1 to 2 minutes, then remove the pan from the heat.
6. Whisk in the vanilla extract. Let sit for 5 minutes, then whisk in the bits of butter, stirring until they are full incorporated and the pastry cream is smooth and silky. Scrape the cream into a bowl. You can press a piece of plastic wrap against the surface of the cream to create an airtight seal and refrigerate the pastry cream until cold or, if you want to cool it quickly, put the bowl into a larger bowl filled with ice cubes and cold water, and stir the pastry cream occasionally until it is thoroughly chilled, about 20 minutes.
7. To assemble: Line one large or two smaller baking sheets with parchment or silicone mats.
8. Put the raisins in a small saucepan, cover them with hot water and let them steep for about 4 minutes, until they are plumped. Drain the raisins, return them to the saucepan and, stirring constantly, warm them over low heat. When the raisins are very hot, pull the pan from the heat and pour over the rum. Standing back, ignite the rum. Stair until the flames go out, then cover and set aside to cool for a few minutes. (The raisins and rum an be kept in a covered jar for up to 1 day.)
9. Mix the sugar and cinnamon together in a small bowl.
10. On a flour dusted surface, roll the dough into a rectangle about 12 inches wide and 16 inches long, with a short end toward you. Spread the pastry cream across the dough, leaving 1-inch strip bare on the side farthest from you. Scatter the raisins over the pastry cream and sprinkle the raisins and cream with the cinnamon sugar.
11. Starting wit the side nearest you (the short end), roll the dough into a cylinder, keeping the roll as tight as you can. (At this point, you can wrap the dough log in an airtight bag and freeze it up to 2 months.)
12. With a serrated knife, using a gentle sawing motion, trim just a tiny bit from the ends if they're ragged or not well filled, then cut the log into rounds a scant 1 inch thick. Put the snails on the lined baking sheets, leaving some puff space between them. Lightly cover the snails with wax or parchment paper and set the baking sheet(s) in a warm place until the snails have doubles in volume--they'll be puffy and soft--about 1 hour and 30 minutes.
13. To bake: When the snails have almost fully risen, preheat the oven to 375° F. Depending on the number of baking sheets you have, either center a rack in the oven or position the racks to divide the oven into thirds.
14. Remove the wax/parchment paper, and bake the snails for about 25 minutes, or until they are puffed and richly browned. If you're using 2 baking sheets, rotate them from top to bottom and front to back after 15 minutes. Using a metal spatula, transfer the snails onto a cooling rack.
15. For the optional glaze: Place a piece of wax or parchment paper under the rack of warm rolls to act as a drip catcher. Stir the confectioners' sugar and a teaspoon of water together in a small bowl. Keep adding water drop by drop until you have an icing that falls from the tip of a spoon. Add the vanilla extract, then drizzle the icing over the warm snails.