Warm milk to approximately 100 ℉. You don’t want it to be too hot, or else it will kill the yeast. 

Combine the warmed milk and yeast into the bowl of a stand mixer and whisk until everything is combined. Let this sit for 5 to 10 minutes until the yeast is activated. 

Mix in the eggs, sugar, salt, and flour until a dough forms. Knead with the stand mixer for about 5 minutes. 

Add in your room temperature butter, ¼ cup at a time, until it is all well incorporated.

Continue to knead your dough in the stand mixer until the dough comes together and no longer sticks to the sides or bottom of the bowl.

On a floured work surface, shape your dough into a ball. Place it in a greased bowl and let it rise covered for about an hour or until doubled in size.

Gently punch down the dough to deflate it. Shape the dough into a ball again on a floured work surface. 

Place it back in your bowl. Cover it with plastic wrap and place it in the fridge overnight or about 8 hours.

Divide into two equal portions. I really like to use my bench scraper to do this. Divide each half into eight, so that you have a total of 16 equal-sized pieces. 

Shape each piece into a ball or bun shape. 

Line a baking sheet with parchment paper and place your dough buns onto it. You may need to dust the parchment paper with a little flour to avoid the dough sticking. 

Cover with a tea towel or plastic wrap and allow the donuts to rise again at room temperature until about doubled in size. This may take 1 to 2 hours depending on the temperature. 

Fill a pot about halfway with oil and heat on the stove until the oil is approximately 350 ℉. I like to use tallow, lard, or coconut oil for this. 

Use a slotted spoon to carefully place the dough buns into the oil. Do not overcrowd the pot. You’ll want to fry about 4 at a time, depending on the size of your pot.

Fry on one side for about 3 minutes and then flip to fry the other side for 3 minutes. The donuts should be golden brown when done. 

Remove the fried donuts with your slotted spoon and place them on a wire rack. I suggest putting a baking sheet with paper towels underneath your wire rack to catch any extra oil that may drip off. 

Add sugar to a bowl. Once the donuts have cooled for a few minutes, gently roll the donuts in the sugar until nicely coated. Allow the donuts to finish cooling. 

Mix the milk and eggs in a bowl until combined well. Set aside.

Stir the sugar, corn starch, and vanilla in a saucepan. Add the milk and egg mixture along with the butter. Mix everything together and cook until it comes to a boil. 

Turn the stove to low and cook the mixture for another minute or so. Remove the pan from heat and cover it with plastic wrap. 

Put the custard in the refrigerator to chill for about 30 minutes to an hour. 

Once your custard and donuts are cooled, add the custard to a piping bag. You can also use a Ziploc bag by cutting one corner of the bag off. 

Cut a hole into the side of each donut and fill with the custard.