01 -
Make the pastry cream and refrigerate until thoroughly chilled, at least 2 hours.
02 -
Warm the milk until just lukewarm (105-110°F). Combine with active dry yeast and 1 tablespoon granulated sugar. Let sit until bubbling, about 2 minutes.
03 -
In a large bowl or stand mixer, combine yeast mixture, 1/2 cup granulated sugar, shortening, egg, egg yolk, and vanilla extract. Stir to combine.
04 -
Add bread flour, salt, baking powder, and baking soda. Mix until dough forms.
05 -
Knead dough by hand or mixer for 5 minutes until smooth and elastic. Add up to 1/4 cup extra bread flour as needed to prevent sticking.
06 -
Grease a bowl, place dough inside, cover with greased plastic wrap, and let rise in a warm, humid oven (proof box) until doubled in size, about 1 hour.
07 -
Line 3 baking sheets with 6×6 inch parchment squares, one per donut round.
08 -
Transfer dough to a greased or lightly floured work surface. Pat and roll dough to 1/2-inch thickness. Cut into 2 1/2-inch rounds with a biscuit cutter, avoiding twisting. Place each on prepared parchment squares.
09 -
Return shaped rounds to the warm oven with steam and let rise until doubled, 30-45 minutes.
10 -
Add oil to a high-sided skillet to a 2-inch depth. Heat to 350°F, monitoring with a thermometer.
11 -
Carefully lower each donut into oil still on parchment, letting it separate from the paper. Fry 30-60 seconds per side until lightly golden. Remove to a wire rack set over absorbent paper.
12 -
Roll warm donuts in granulated sugar until fully coated. Allow to cool completely on a rack.
13 -
In a large bowl, whip heavy cream with powdered sugar until stiff peaks form. Whisk chilled pastry cream, then fold into whipped cream until uniform.
14 -
Using a small knife or chopsticks, create a cavity in the side of each cooled donut. Pipe in pastry cream using a piping bag or zip-top bag.