Weigh out the ingredients
I
You'll need flour, sugar, vanilla, butter, cinnamon, whole milk, yeast, salt, and eggs.
Activate the yeast
II
In a cup, heat the milk to 110 degrees F (40 degrees C) and stir in the sugar and yeast. If using active dry yeast, allow it to sit for 15 minutes for the yeast to activate. If using instant yeast, simply move on to the next step. Mix the eggs and vanilla into the milk yeast mixture.
In the bowl of a stand mixer fitted with a dough hook, mix the flour and salt together. Pour the wet ingredients into the flour and mix on low-medium speed for about 3 minutes, or until it forms a ball around the hook.
Add wet ingredients to dry
III
Add in a few pieces of butter at a time, allowing them to fully incorporate before adding more. Once all of the butter is incorporated, turn the mixer up to medium-high speed and mix for 8-12 minutes. The dough will eventually pull away from the sides of the bowl and have a silky smooth texture with minimal stickiness.
Mix in butter
IV
To check if the dough is ready, use the windowpane test - tear off a small piece and carefully spread it out to see if you can see the light through it without it tearing. If it tears, mix for another minute or two and check again.
Perform windowpane test
V
Once the dough is ready, transfer it to a lightly greased bowl, cover, and allow to proof overnight (or at least 6 hours) in the fridge. Alternatively, you can let the dough rise in a warm place for about 1 hour or until doubled in size.
Proof the dough
VI
On a lightly floured surface, roll the dough out to ½” in thickness. Brush away any excess flour. Use well floured 3” and 1” round cutters to cut out as many donuts as possible.
Cut out the donuts
VII
Cover the donuts and allow to rise for about 30 minutes or until nearly room temperature, but still slightly cool to the touch. When pressed with a finger, the dough will slowly spring back.
Proof the donuts
VIII
Fry the donuts for 90 seconds on the first side, then flip over and fry for an additional 90 seconds until golden. Once the donuts have cooled just enough to handle, toss them in the cinnamon sugar to coat.
Fry & coat in cinnamon sugar
IX