The closest to the PAn de Mayorca that I have found is the recepie below for ensaimada bread. It is very sensitive to enviromental temperature and you have to follow the instructions with the yeast. Good luck... Still the best pan de Mayorca is not the one from La Bombonera... it is the one from Ricomini in Mayaguez.

ENSAIMADA

1 pkg dry yeast
3/4 cup white sugar
4 to 5 cups all purpose flour, divided use
1 cup milk, lukewarm
1 cup water, lukewarm
6 egg yolks
1/2 lb. butter, melted and cooled to lukewarm

In a mixing bowl, place the dry yeast, sugar, 1 cup of the flour, lukewarm milk, and water. Set aside until the mixture starts to rise about 45 minutes.

Beat the egg yolks into the mixture, blending very well. Add the remaining flour little by little. If using a mixer, mixture should leave the sides of the bowl. Add the melted butter and set aside until it has doubled in bulk, about 1 hour.

Dust the board where the dough will be rolled out with a little flour to prevent dough from sticking. Divide dough into 12 equal portions. Roll out each portion, brush with butter and roll into a long strip. Form into a coil, insert the inner end making sure it's tucked in, same with the other end of the roll. Butter top. Place on greased baking sheets. Cover and let rolls rise until they have doubled in size.

Bake at 375 degrees F about 12-15 minutes.

Brush with butter, sprinkle with sugar, and individually wrap each roll in waxed paper.