Heat the milk over medium heat and add yeast and sugar. Let stand for 10 minutes. Add two whole eggs and one egg yolk to the mixture. Add the juice of half an orange, the vanilla extract and the orange and lemon zest, and connect all the ingredients with the dough attachment. Add flour and salt, cooking fat and butter to the mixture. Place the mixed dough in an oiled bowl and cover with cling film. Leave the dough in a warm place for about an hour, until it doubles in size.
Once the dough has doubled, transfer it to a floured work surface and divide it into two parts. Form a ball from each half of the dough and place them on a baking sheet lined with baking paper. Cover them with a kitchen cloth and leave in a warm place for an hour.
After an hour, coat the dough with egg whites and cut an X into it using a knife. Bake the pinca at 160° C for 30 minutes.