Prepare the dough: In a bowl or stand mixer, combine flour, sugar, vanilla sugar, and butter. Mix well. Dissolve the yeast in lukewarm milk and gradually pour it into the flour mixture while mixing on medium speed. Add the eggs one at a time, then finish by adding the salt. Cover the dough and let it rest for 30 minutes.

Make the vanilla cream: While the dough is resting, prepare the cream. Whisk the egg yolks and sugar until light and fluffy. Add the cornstarch and mix thoroughly. Heat the milk with the vanilla pod (or extract) in a OnePan 26 over medium heat until it begins to steam. Gradually pour the warm milk into the egg mixture while whisking. Strain it back into the OnePan 26 and cook, stirring constantly, until the cream thickens. Add the cold butter, mix, and cool completely in the fridge for 1–2 hours.

Knead and proof: Knead the dough in a stand mixer for 10–15 minutes until smooth and elastic. Perform a gluten test to ensure the dough is ready. Shape it into a ball, place it in an oiled bowl, and cover. Let it proof in a warm spot for 1 hour.

Shape the donuts: Lightly flour your work surface and tip out the dough. Divide it into portions weighing about 65g each. Roll each piece into a smooth ball using a circular motion with your hand. Place the balls on parchment paper, brush lightly with oil, and flatten gently. Cover with plastic wrap and a towel, and let them proof for another hour until doubled in size.

Fry and fill: Heat oil to 180°C in a OnePan 26 over medium-high heat. Fry the donuts in batches, cooking until golden brown on both sides. Remove with a slotted spoon and let them drain on a paper towel. Allow to cool slightly, then use a piping bag to fill each donut with the cooled vanilla cream. Dust with powdered sugar if desired.

Serve: Enjoy these golden saffron donuts warm or at room temperature. They’re perfect for holiday gatherings or as an indulgent treat with a cup of coffee.