Step 1

Make the Dough: In the bowl of an electric mixer fitted with the dough hook attachment, stir together yeast and milk; let stand until yeast is dissolved, about 1 minute. Add the flour, sugar, salt and eggs; mix on low speed until the dough comes together, about 3 minutes. Add the butter, two pieces at a time, mixing after each addition and until butter is fully incorporated and dough is soft, a total of 5 to 6 minutes. Remove the dough from the bowl and wrap tightly with plastic wrap. Refrigerate at least 6 hours and up to 15 hours.

Step 2

Make the Pastry Cream: While the dough is chilling, make the pastry cream. In a small bowl, whisk together the sugar, flour and salt. In a medium bowl, whisk together the egg yolks until well combined, about 30 seconds. Slowly whisk in the flour mixture until thick and pasty. In a medium saucepan over medium heat, warm the milk until bubbles just start to form around the edges (do not let the milk boil).

Step 3

Remove the milk from the heat and slowly drizzle into the egg mixture, whisking constantly. Scrape the egg mixture back into the saucepan and place over medium heat, whisking constantly until the mixture thickens and comes to a boil, about 3 minutes. Boil, whisking, for 10 seconds (the cream will become thick and glossy and won't have any foam on top), then immediately remove from heat.

Step 4

Pour the pastry cream through a fine mesh sieve set over a small bowl and whisk in the vanilla. Cover with plastic wrap, pressing the plastic wrap against the surface of the pastry cream to prevent a skin from forming. Refrigerate until chilled, at least 4 hours and up to 3 days.

Step 5

Prepare the Doughnuts: Line a baking sheet with parchment paper and spray lightly with non-stick cooking spray; set aside. Place the refrigerated dough on a well-floured work surface and gently roll into a 12-inch square (it should be about ½-inch thick). Cut the dough into 9 doughnuts using a 3½-inch round cutter. Transfer the doughnuts to the prepared baking sheet, cover with a piece of plastic wrap that has been sprayed with non-stick cooking spray, and place in a warm spot until they've doubled in height and feel poufy and pillowy, 2 to 3 hours.

Step 6

Fry the Doughnuts: Fill a large, heavy-bottomed pot with 3 inches of oil and place over medium-high heat until it reaches 350 degrees F on a deep-fry thermometer. While the oil heats, line a baking sheet with a double layer of paper towels for draining the doughnuts. Place the sugar in a small bowl and set aside.

Step 7

Working with three doughnuts at a time, carefully lower the doughnuts into the hot oil and fry until golden brown on the underside, 2 to 3 minutes. Carefully turn the doughnuts over and fry for an additional 2 to 3 minutes, or until the other side is golden brown as well. Using a slotted spoon or a spider strainer, remove the doughnuts to the paper towel-lined baking sheet. Repeat with the remaining doughnuts.

Step 8

As soon as the doughnuts are cool enough to handle, toss them in the sugar one at a time to evenly coat them. Return the doughnuts to the paper towel-lined pan and allow to cool completely, 30 to 40 minutes.

Step 9

Fill the Doughnuts: While you're waiting for the doughnuts to cool, beat the 6 tablespoons of heavy cream on medium-high speed until still peaks form. Whisk the chilled pastry cream to loosen it up, then gently fold in one-third of the whipped cream. Fold in the remaining whipped cream until no white streaks remain.

Step 10

Transfer the cream to a pastry bag fitting with a small round decorating tip (a Wilton #12 would work well for this). Poke a hole in the side of each doughnut and fill with pastry cream. The doughnuts should be served as soon as they are filled. They are best the same day they are made.