In a small bowl, stir together the yeast, the warm water and half of the sugar. Set aside and let rise for 20 min. for the yeast to activates.
In a large bowl put the flour, the rest of the sugar, salt and powdered milk, and mix a little.
Next, add the whole eggs, the yolk and butter and incorporate with your hands.
Add the yeast mixture and keep mixing until you get a soft dough.
On a clean surface, knead the dough for 20 min. until it is very elastic (you can also make the whole kneading procces in a mixer with the dough hook).
Make a ball with the dough, grease it with a little vegetable oil and put it in a bowl. Cover the bowl with plastic wrap and let the dough rise for 1 hr. or until doubled in size.
For the topping:
In a large bowl, using your hands, mix the flour, powdered sugar, salt, vegetable shortening and vanilla extract until you have a smooth dough.
Divide the dough in half and incorporate the unsweetened cocoa powder to one of them. That way we get two toppings: one vanilla and the other one chocolate.
Wrap these doughs in plastic and put them in the fridge until needed.
To assemble the conchas:
Once the dough is double in size, put it in a big baking sheet and cut it into 8 or 9 equal pieces.
Form balls with every piece of dough and put them, separated, in a greased baking pan.
With your hands, carefully squash every ball and cover them with plastic wrap. Let them rise for 15 min.
Take the topping dough out of the frigde and roll it out on a previously floured surface until it´s pretty thin. Cut same-size circles using a cookie cutter (they must be a bit bigger than the size of the conchas balls we had previously formed) and place each of them on top of every dough ball.
Use a pizza cutter or a knife to cut lines in the topping like a clam shell.
Cover the conchas again and let them rise for 1 hr. Preheat the oven at 350° F (180ºC).
Bake the conchas for 20 min. or until golden brown.