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Step 1
MAKE THE DOUGH: Warm the milk for 25-30 seconds in the microwave (if cold, or 15 seconds if room temp). You don’t want it to be hot, just slightly warmer to the touch.
Step 2
Pour the milk into the bowl of a stand mixer with the sugar then sprinkle the yeast on top and stir it around. Let it sit for 5-10 minutes until frothy (this is so you know the yeast is active and not expired).
Step 3
Add the flour, salt, egg yolks and melted butter and use the dough hook to give it a stir together.
Step 4
Attach the dough hook and knead on the low setting for about 7-10 minutes until it looks elastic and quite smooth. You can also knead by hand for 12-15 minutes but try not to add too much flour or you’ll end up with dry donuts.
Step 5
Grease a large bowl with a little oil. Place the doughnut dough into the bowl. Cover tightly with plastic wrap and let it sit in a warm (not hot) spot for 1 - 1 ½ hours until doubled in size.
Step 6
SHAPE THE DOUGHNUTS:Line a large baking sheet with baking paper.
Step 7
On a lightly floured surface, gently roll out the dough to about 1.5cm thick (just over ½ inch). Dip a 7.5cm (3 inch) round cookie cutter into flour then cut rounds from the dough - try to get as many from the first roll as possible. Lay each one onto the baking sheet. Cover with a tea towel and put in a warm spot to rise until puffy and nearly doubled in size (45-60 minutes).
Step 8
You can re-knead any remaining dough to a small, smooth ball and let it rest for 15 minutes before rolling and cutting more doughnuts. Place them with the others to rise.
Step 9
COOKING THE DOUGHNUTS: Preheat the oven to 180C (160C fan forced) / 350F. See notes for deep frying.
Step 10
Bake donuts right on the baking sheet they proved on for 10 minutes. They will just be starting to turn golden. You can test they’re done but inserting a thermometer - it should read 88C / 190F for a properly cooked donut.
Step 11
Transfer to a cooling rack and cool slightly before filling. If they're too hot, the filling may become runny.
Step 12
FOR THE LEMON SUGAR: Place the sugar and lemon zest into a medium bowl and use your fingers to press it together to release the oil from the lemon zest and evenly distribute it.
Step 13
Brush the donuts liberally with the melted butter, using your hand to help coat them all over.
Step 14
Use your dry hand to roll and dust the donuts, one at a time, through the sugar, tossing and rolling it around to coat well.
Step 15
Press the handle end of a teaspoon into the side or top of your donuts and wiggle it around a little to create some space for the lemon curd.
Step 16
FILLING THE DONUTS: Transfer the lemon curd to a piping bag with a 6-7mm (¼ inch) round or long piping nozzle.
Step 17
Push the nozzle into the hole made in the donut and gently squeeze to fill with lemon curd. Let the resistance from the lemon curd tell you when to remove it.
Step 18
Best eaten while fresh.
Step 19
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