In the bowl of a stand mixer, combine 1.5 cups flour, sugar, yeast, and salt.
Add warm milk, melted butter, 1 egg, and vanilla extract; mix with the paddle attachment until smooth.
Gradually incorporate the remaining flour and switch to the dough hook.
Knead the dough on medium-low speed for 7 minutes until elastic and slightly tacky.
Place dough in a greased bowl, cover, and ferment in a warm environment until doubled in size, approximately 60 minutes.
Punch down the dough and divide into 8 equal portions.
Roll each portion into a 14-inch rope; form a loop and twist the ends twice to create the body and ears.
Pinch a small piece of dough to form a ball for the tail and set into the loop.
Arrange shaped bunnies on a parchment-lined baking sheet and proof for 30 minutes.
Preheat oven to 375°F (190°C).
Whisk the remaining egg with 1 tablespoon of water to create an egg wash; brush onto the surface of the dough.
Press two currants into the head section of each bunny to form eyes.
Bake for 20-25 minutes until the internal temperature reaches 190°F and the crust is golden brown.