Make the Dough: In the bowl of a stand mixer fitted with a dough hook, combine the flour, yeast, sugar, and salt. Give it a quick mix. In a separate jug, whisk together the lukewarm milk and beaten eggs. Pour the wet ingredients into the dry and mix on a low speed until a shaggy dough forms.

Knead the Dough: Add the softened butter to the bowl, a few cubes at a time, mixing until each addition is incorporated. Once all the butter is in, increase the speed to medium and knead for 8-10 minutes. The dough should become smooth, elastic, and pull away from the sides of the bowl. If kneading by hand, do so on a lightly floured surface for about 15 minutes.

First Prove: Place the dough in a lightly oiled bowl, cover with a clean tea towel or cling film, and leave to rise in a warm place for 1.5-2 hours, or until it has doubled in size. The time can vary depending on the warmth of your kitchen.

Prepare the Cream Filling: While the dough rises, make the cream. Heat the 300ml of milk and vanilla in a saucepan until it's just simmering. In a separate bowl, whisk the egg yolks, sugar, and cornflour together until pale and smooth. Slowly pour the hot milk over the egg mixture, whisking constantly to prevent scrambling.

Thicken the Cream: Pour the entire mixture back into the saucepan and return to a medium-low heat. Cook, whisking continuously, for 3-5 minutes until the mixture thickens into a very thick custard. Remove from the heat, stir in the butter until melted, and pour into a clean bowl. Press cling film directly onto the surface to prevent a skin from forming and chill completely in the fridge.

Shape and Second Prove: Once the dough has risen, tip it out onto a lightly floured surface and gently knock it back. Roll it out to about 1.5cm (just over ½ inch) thickness. Use an 8cm round cutter to stamp out about 12 donuts. Place them on a baking tray lined with lightly floured baking parchment, cover loosely, and leave to prove again for 30-45 minutes until puffy.

Fry the Donuts: Heat the oil in a large, deep-sided saucepan or deep-fat fryer to 180°C (use a cooking thermometer for accuracy). Carefully lower 2-3 donuts into the hot oil at a time. Fry for 1-2 minutes per side, until they are a deep golden brown. I find that using a spider strainer makes lifting the donuts out of the hot oil so much safer and easier.

Cool and Fill: Remove the cooked donuts with a slotted spoon or spider strainer and place them on a wire rack lined with kitchen paper to drain and cool. Once cool enough to handle, use a skewer or the handle of a small spoon to poke a hole in the side of each donut. Whisk the chilled cream filling until smooth, transfer it to a piping bag fitted with a plain nozzle, and pipe the cream into each donut until generously filled.

Finish and Serve: Dust the filled donuts generously with icing sugar before serving. They are best enjoyed on the day they are made.