1. Prepare filling but combining filling ingredients in a bowl and mixing well to combine. Transfer to piping bag or zip-top bag fitted with piping tip and set aside until ready to fill donuts.
2. Prepare vanilla sugar by mixing sugar and vanilla bean powder together in a shallow dish. Set aside.
3. Combine yeast with warm milk in the bowl of a stand mixer and allow to sit for 5 minutes until foamy.
4. Add flour, sugar, eggs, vanilla, and salt and mix with dough hook until a sticky dough forms.
5. Add butter 1 tablespoon at a time allowing it to fully mix in before adding more. Continue kneading with dough hook for 20 minutes at medium speed. The dough will cling to the bowl a bit, but it should be almost in a ball and will be very smooth compared to how it began (see photos above). Add a bit more flour if it is extremely sticky, but be careful, you don't want it as firm and smooth as bread dough.
6. Perform the windowpane test by stretching a piece of the dough between your fingers until it’s thin enough to see light through before the dough tears (see photo above for reference). If dough does not pass, give it 3-5 more minutes before checking again.
7. Remove dough hook, and remove bowl from mixer. Cover bowl with a damp towel or plastic wrap. Allow to rise for 1 hour or until doubled in volume.
8. After dough has been rising for one hour, you can either place it in the refrigerator if you plan to fry these the next morning or proceed with next step.
9. Lightly flour work surface and top of dough. If cutting donuts, roll dough to 1/2 inch thickness and cut rounds (or any shape you like) and place onto floured cookie sheet to rise for 30 minutes to 1 hour until puffed.
10. If dividing and rolling dough balls, place dough on lightly floured surface and divide into 12 equal pieces. Roll each piece into a ball and place on parchment lined baking sheet. Allow to rise for 30 minutes to 1 hour until puffed.
11. During last 20 minutes of rising, prepare a baking sheet with a cooling rack and heat oil in a large, heavy pot to 360 degrees F. Fry donuts for 1-2 minutes per side. Do not overcrowd the pan or the oil temperature will drop.
12. Remove with slotted spoon to sheet tray with rack.
13. Repeat until all donuts are fried.
14. Roll donuts in sugar while still warm
15. Poke chopstick into each donut and wiggle back and forth to make a cavity for the filling. Then insert pastry tip into the middle of each donut and fill until you feel and see the donut puff up. Do not overfill or the donut will crack. You will get the hang of it after the first one.
16. Enjoy while fresh and warm!

Air Fryer Instructions:

(This is the Air Fryer I use.)

After step 10 above, preheat air fryer to 360 degrees for 5 minutes. Brush risen donuts with oil and place oil side down in air fryer tray - do not allow donuts to touch. You will have to work in batches. Brush other side with oil quickly, close tray, and air fry for 3 minutes per side or until nicely golden brown on both sides.

Proceed with steps 14-16. You will need to brush with oil or butter to make sugar stick to air fried donuts.