• Step 1: In a bowl of a stand mixer, add the flour, dry yeast, kosher salt, and sugar. Mix with a spoon until combined.
• Step 2: Add the room temperature milk, vegetable oil, vanilla extract, brandy or vodka, and the eggs, and start mixing on low until the dough forms.
• Step 3: Increase the speed to medium and mix for at least 8 minutes or until the dough is smooth and silky.
• Step 4: Cover the bowl with plastic wrap and let the dough rise at room temperature for 1-2 hours or until it’s doubled in size (or even tripled in size).
• Step 5: Punch down the dough and transfer it to a clean floured surface. Sprinkle flour on the dough and roll it into a ¼ inch rectangle, making sure that the bottom of the donuts doesn’t stick to the surface.
• Step 6: Using a 2-inch cookie cutter, stamp out as many rounds as you can. Reuse the leftover dough and make more dough rounds.
• Step 7: Transfer the dough rounds to parchment paper squares, cover with a clean towel and let the dough rise until its doubles in size or at least for 30 minutes.
• Step 8: Heat canola oil in a dutch oven, saucepan, or frying pan and allow it to get to about 180c (350f). Gently place a donut round in the hot oil (using your hand or a spatula) and fry in small batches for about 2 minutes on each side.
• Step 9: Remove the fried donuts to paper towels to drain any excess oil. Let the donuts cool for a few minutes or until they are cool enough to hold.

Make the filling:

• Place a saucepan over high heat and fill it with the milk and vanilla extract. Let it simmer, and remove from heat. Scoop ¼ cup of the milk and set aside.
• In a small mixing bowl, add the sugar and cornflour. Mix with a whisk until combined. Add the egg yolks and mix. Gradually add the ¼ cup of milk and mix constantly with a whisk.
• Move the saucepan with the milk to the stovetop over low heat and add the egg yolk mixture into the milk mixing constantly with a whisk.
• Mix over medium-low heat and mix constantly with a whisk until the mixture thickens. Don't increase the heat, be patient it will be worth it!
• Transfer the mixture to a bowl and cover it with a plastic wrap tightly. Place the bowl in the fridge. to set and cool for a few hours.

Assembly:

• Dip the donuts in a sugar and powder sugar mixture, and coat it all around.
• Using a sharp knife, make a hole on the side of the donut, and create a pocket inside the donut (as seen in the video).