In a large bowl, combine the warm milk, a pinch of sugar and yeast. Let it sit for 5-10 minutes or until foamy (if there’s no reaction at all, the yeast is most likely dead or the milk is too hot)
Whisk in the egg, sugar, vanilla extract and the orange zest.
Add in the flour and salt, and scatter the cubed butter over the mixture and knead until the dough is smooth, elastic and tacky. It’s a bit of a sticky dough so don’t be tempted to add more flour. To see if the dough is kneaded enough, take a bit of the dough and stretch it out until you can see light pass through, without tearing. If it tears, knead it some more.
Place in a large, lightly oiled bowl and cover. Rest and let it rise until tripled in size, about 2-3 hours. I turn on my oven for a few minutes and then turn it off and make sure it’s just kind of warm – then place the dough in there to rise. Make sure it’s OFF.
Pastry Cream
Whisk together the yolks and sugar until light and pale. Add in the cornstarch and mix until completely smooth.
Combine the milk and vanilla in a saucepan and heat over medium heat until small bubbles start to form. Don’t boil. Take off the heat.
Slowly pour in the hot milk into the egg mixture to temper, while constantly whisking to prevent the yolks from scrambling. Add in the salt and orange zest if using.
Pour the mixture back into the pan and and place over low heat. Cook for 4-6 minutes while whisking constantly. Make sure to not boil it. It’ll begin to thicken up and once it’s thick enough to coat the back of a spoon without dripping much, it’s done.
Take off the heat and pass through a strainer, into a container. Cover with plastic wrap touching the surface of the cream and refrigerate for 1-2 hours until completely chilled.
Shape, fry & assemble the donuts
Punch down the dough and turn over onto a clean work surface. Knead it a few times into a smooth dough. You don’t want any air bubbles in it.
Roll the dough out until it’s ½” thick. Using a cookie cutter or a cup, cut them to about 3.5 inches wide circles. Knead together the dough scraps and repeat until all the dough is used up.
Place on a large tray lined with parchment paper and let it rest for 1-2 hours, or until the donuts are tripled in size.
Once doubled, cut the parchment paper so each donut is on it’s own little square.
Add enough oil to a large heavy bottomed pot or a wok, so it’s about 3 inches in depth.
Heat the oil to 350F, or 176.6℃
Pick up the donuts with the parchment, making sure not to touch them so they don’t deflate. Place 2-3 in the oil and fry for a few minutes until they’re golden brown and flip. Take out the parchment paper.
Once golden brown on both sides, take them out and place on a paper towel lined tray to absorb the excess oil.
While they’re still hot, roll them in the sugar and evenly coat them. Place on a wire rack. Repeat with the rest of the donuts.
Once the donuts have cooled down, cut a small slit or hole on the side with a small knife.
Whisk the pastry cream a bit until smooth and put in a piping back with a narrow tip (like the bismark tip) or just cut a small hole after filling the pastry bag.
Insert the tip in the donut and fill with pastry cream or desired filling.
Serve immediately or place in an airtight container and refrigerate for 1-3 days.
Notes
*you can use either salted or unsalted butter
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