Step 1: Make the Donut Dough
In a stand mixer (or large bowl), combine warm milk, sugar, and yeast. Let it sit for 5–10 minutes until foamy. Add eggs, softened butter, vanilla, and salt. Mix in the flour gradually until the dough comes together. Knead for 6–8 minutes (stand mixer with dough hook or by hand) until the dough is smooth and elastic. Place it in a greased bowl, cover, and let it rise for 1 to 1.5 hours until doubled.

Step 2: Make the Custard
While your dough is rising, whisk together egg yolks, sugar, and cornstarch in a medium bowl. Heat the milk in a saucepan until just simmering. Slowly pour the hot milk into the yolk mixture, whisking constantly. Return the mix to the saucepan and cook over medium heat, whisking, until thickened—about 3–5 minutes. Remove from heat, stir in vanilla and butter. Cover with plastic wrap touching the surface and chill until cold.

Step 3: Cut and Fry the Donuts
Punch down the dough and roll it out to about 1/2-inch thick. Cut into rounds (2.5 to 3 inches), place on parchment-lined trays, and let them rest another 30–45 minutes. Heat oil to 350°F (175°C). Fry donuts 1–2 at a time until golden brown—about 1 minute per side. Drain on paper towels and cool.

Step 4: Fill Them Up
Transfer chilled custard to a piping bag with a long tip. Poke a hole in the side of each donut and fill generously until you feel a little pushback. Don’t be stingy—more is more here.

Step 5: Brûlée Time
Dip or sprinkle the tops of the filled donuts with sugar. Use a kitchen torch to caramelize until deep golden brown and crackly. Let cool for a minute so the sugar hardens into that signature brûlée crunch.