In a small saucepan bring brandy to boiling over medium heat; remove from heat. Stir in currants. Cover and let stand for 15 minutes; drain well, reserving brandy. Set currants and brandy aside.
Meanwhile, in a small bowl dissolve yeast in 1/4 cup warm water. Let stand for 5 to 10 minutes to soften. In a large mixing bowl beat butter, granulated sugar, brown sugar, and salt with an electric mixer on medium to high speed until light and fluffy. Beat in 1 cup of the flour and the milk powder until combined.
Separate one of the eggs. Add the egg yolk, the remaining three whole eggs, the reserved currants, 1 tablespoon of the reserved brandy, softened yeast, and vanilla to butter mixture; beat well (chill egg white until needed). Stir in the remaining 2 cups flour until smooth. Transfer dough to a greased bowl. Cover and let rise in a warm place until double in size (about 2 hours). Chill for 2 hours.
Grease 12 individual brioche pans or 2-1/2-inch muffin cups; set aside. Stir down dough. Turn dough out onto a lightly floured surface. Divide dough into four portions; set one portion aside. Divide each of the remaining three portions into four pieces (12 pieces total).
To shape rolls, form each piece into a ball by pulling dough and pinching underneath. Place in the prepared pans. Divide the reserved portion into 12 pieces; form into small balls. Using a floured finger, make an indention in each large ball. Press a small ball into each indention. Cover and let rise in a warm place until nearly double in size (45 to 60 minutes).
Preheat oven to 375 degrees F. In a small bowl combine the reserved egg white and 1 tablespoon water; brush over rolls. Bake for 10 to 12 minutes or until golden. Immediately remove rolls from pans; cool on a wire rack. If desired, drizzle with Brandied Icing.
In a small bowl stir together powdered sugar, butter, brandy, and vanilla. Stir in enough milk to reach drizzling consistency.