01 - Combine flour, sugar, salt, and instant yeast in a large mixing bowl. Whisk thoroughly to distribute yeast evenly.
02 - Add warm milk, softened butter, and egg to dry ingredients. Mix until a soft, shaggy dough forms and all flour is incorporated.
03 - Knead dough on a lightly floured surface for 8–10 minutes until smooth, elastic, and passes the windowpane test.
04 - Place dough in a greased bowl, cover with plastic wrap or damp towel. Let rise in a warm, draft-free area for 1 hour until doubled in size.
05 - Punch down risen dough and divide into 8 equal portions. Shape each piece into a smooth, taut ball. Arrange on parchment-lined baking sheet.
06 - Cover shaped dough loosely and let rest for 30 minutes until slightly puffed.
07 - Heat vegetable oil in a deep pot to 340°F. Maintain temperature throughout frying using kitchen thermometer.
08 - Fry donuts in batches of 3–4, turning frequently, until golden brown on all sides, approximately 2–3 minutes total. Do not overcrowd pot.
09 - Transfer fried donuts to wire rack or paper towels to drain. Cool completely before filling to prevent melting cream.
10 - Whip cold heavy cream to soft peaks. Add condensed milk, powdered milk, and vanilla. Continue whipping until stiff peaks form.
11 - Transfer cream to piping bag fitted with round tip. Make small incision in side of each cooled donut and pipe cream generously inside.
12 - Roll filled donuts in powdered sugar until thoroughly coated. Serve immediately for optimal texture.