For the filling make a pastry cream ahead of time, at least two hours before it is needed. For in-depth instructions and step-by-step process shots of how to make pastry cream, check out my pastry cream recipe post. (Note that this Bavarian cream filling only requires half a batch of this pastry cream recipe, as reflected in the ingredients section above).
Whisk the egg yolks together with the cornstarch and 2 tablespoons of the sugar.
Pour the remaining sugar into a saucepan along with the milk and vanilla. Heat over medium-low heat.
Once the milk begins to feel warm, drizzle it slowly into the egg yolk mixture, whisking it in to combine as you go. It's important to do this gradually to slowly bring up the temperature of the egg yolks.
Once all the milk has been added, pour the whole mixture back into the saucepan and continue to cook, stirring gently but constantly until the pastry cream begins to thicken.
Bring the custard to a boil. Once you see thick bubbles bursting on the surface of the cream, boil for one minute (whisking the whole time).
Remove from the heat. If you have warmed it slowly then there shouldn't be any lumps in the pastry cream, but if you do have some lumps, pass the pastry cream through a fine mesh sieve to remove them.
Whisk in the butter, one tablespoon at a time, making sure it is completely incorporated before adding the next.
Cover with plastic wrap, so the plastic is touching the surface of the pastry cream, and let cool. Then refrigerate until needed.
Make the Donut Dough
Warm the milk to roughly body temperature and mix in the active dry yeast and 1 tablespoon of the sugar. Let it sit for 5-10 minutes or until it starts to froth up.If you are using instant yeast you can skip this step.
In the bowl of a stand mixer with a dough hook attachment, add the remaining sugar, salt, and eggs.
Once the yeast is frothy, pour the milk/yeast mixture into the mixer bowl and stir everything together to combine.
Add the flour and turn the mixer on low speed for 1 minute until it incorporates slightly.
With the mixer still on low speed, slowly drizzle in the melted butter.
Turn the mixer up to high speed and let it mix for 3-5 minutes or until the dough is no longer sticking to the side of the bowl.
Tip the dough out onto a lightly floured work surface and knead it by hand until it is no longer sticking to your hands.
Form the dough into a smooth ball and place it in an oiled bowl. Cover with plastic wrap and leave it on the countertop to rise until it has doubled in size ( 1-2 hours depending on the temperature of your kitchen.
Once the dough has doubled in size, check if it is ready by pressing on it lightly with your finger. If the indent disappears immediately, it needs longer to prove. If the indent comes back slowly and only about halfway, then it is ready to use.
Punch the dough to release the excess air then tip it onto a floured work surface and roll it out to ½ an inch thick.
Use a round cookie cutter (2 ½ - 3 inches wise) to cut rounds out of the dough and place them on a lined baking sheet, with a little space between them. You can re-roll and cut out the scraps, but only once.
Cover the donuts loosely with plastic wrap or a kitchen towel and leave to prove again for roughly 45 minutes. Do the indent test again to see if they are ready and if not, leave them for another 15 minutes.
Fry the Donuts
Once the donuts are ready, uncover them and start heating up the oil. Make sure the oil in your pan is at least 2-3 inches deep.
Using a candy thermometer, bring the oil to a temperature of 350°F / 180°C.
Next to your stovetop, set up a wire rack lined with paper towels (this is to absorb the excess oil).
Test out your first donut by lowering it gently into the oil with a metal slotted spoon. It should start to bubble around the edges.
Fry the donut until it is a pale golden brown color (it will continue to brown after). Then flip the donut over and fry the other side until it is the same color. This should take about 1-2 minutes per side.
I find the optimum temperature for frying these donuts is 325° - 340°F ( 165° - 171°C). Make sure you let the oil come back up to temperature in between donuts as it may cool down as you are frying.
Remove the donut from the oil and place on the wire rack lined with paper towels. Let cool for a minute or two then roll in sugar.
Repeat with all the donuts, I don't recommend doing more than 2 or 3 at a time as they do fry so quickly.
Fill the Donuts
Once the donuts have completely cooled, you can fill them. Whip the heavy cream up to stiff peaks and fold it into the pastry cream. Fold in half the cream first to lighten the mixture, then fold in the second half
Use a long thin object like a chopstick or a metal straw to poke a hole in the side of each donut and move it around to create space in the middle.
Put the filling into a piping bag with any kind of nozzle and squeeze it into the donuts. Once the donut feels heavy you will know it is full.
Notes
Many recipes will tell you that the optimal temperature for frying donuts is 375°F. I have tested frying these donuts at various temperatures and I consistently find that 325° - 340° is the best temp to fry them at. TroubleshootingI have a whole troubleshooting section in the blog post above for common mistakes and questions.