1
Heat milk to 104°F and add to stand mixer bowl with active dry yeast. Stir briefly and let sit for 10 minutes until foamy.
2
Crack and whisk an egg, then measure 30g of the beaten egg into the milk mixture. Add sugar, salt, sweetened condensed milk, bread flour, and unsalted butter.
3
Using paddle attachment, mix until flour is incorporated, then increase speed and mix until no butter streaks remain. Switch to dough hook attachment.
4
Knead on speed 1 for 3 minutes, scrape bowl, knead 3 minutes again, repeat once more. Then knead on speed 2 for 1-2 minutes until dough is smooth and shiny.
5
Transfer dough to oiled bowl. Place on silicone mat with smooth side up. Pick up dough and slam smooth side onto work surface, then gently roll while keeping smooth side out. Rotate 90° and repeat 3-10 times until skin is smooth and tight.
6
Place dough in bowl, cover with plastic wrap, and let rise until tripled in size (about 1 hour). At 30 minutes, turn out dough smooth-side down, gently roll up, and return to bowl to complete rising.
7
For custard: Heat milk in small saucepan to bare simmer. In another bowl, whisk egg yolks and sugar until pale yellow, add vanilla extract and cake flour, and mix well.
8
When milk begins to simmer, gradually temper eggs by slowly adding small portions of hot milk while whisking constantly. Once all milk is added, continue heating over medium heat, whisking constantly, until thickened.
9
Custard is done when it falls in ribbons from the whisk then drips immediately. Remove from heat, add butter, and whisk to combine. Pour onto plastic wrap, wrap tightly, cool with ice, then refrigerate.
10
Once dough has tripled, transfer to work surface. Gently press to deflate air, roll up, return to bowl smooth-side up. Cut six 4×4 inch squares of parchment paper.
11
Perform finger test: poke dough lightly; if indentation doesn't spring back, dough is ready. If it springs back, proof longer. Turn out dough, gently deflate, and divide into 6 equal pieces by weight.
12
For uneven pieces, tear dough from heavier pieces and attach to lighter ones. Press and deflate, then gently pull down edges from all sides to create a smooth ball with tension on the outside. Place each on parchment, dust with flour, and flatten gently.
13
Cover dough with another baking sheet and proof until doubled in size (about 40-50 minutes). Heat oil in deep pot or fryer to 340°F over medium heat.
14
When dough has doubled, dust with flour and flatten gently. Fry two donuts at a time by picking up parchment corners and carefully transferring into oil, then immediately remove paper. Pop any air bubbles with skewer. Fry each side about 1 minute until golden brown.
15
Transfer fried donuts to wire rack. Prepare piping bag: cut tip, insert decorating tip, place in glass and fold down top half. Fill halfway with chilled custard, unfold top, and push custard toward tip.
16
Roll donuts in powdered sugar to coat all sides. Insert chopstick tip into side of each donut and wiggle to create space inside. Pipe custard into donut until plump, and add an extra dollop of custard at the opening for decoration.
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