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

Make the vanilla cream: While the dough rests, prepare the cream. Whisk egg yolks and sugar until light and fluffy. Add the cornstarch and mix well. Heat the milk with the vanilla pod (or extract) in a OnePan sauté pan 26 cm over medium heat until it starts to steam. Gradually pour the hot milk into the egg mixture while whisking. Strain back into the OnePan 26 and cook while stirring until the cream thickens. Add the cold butter, mix, and let cool completely in the refrigerator for 1-2 hours.

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

Shape the donuts: Lightly flour the work surface and turn out the dough. Divide it into portions weighing about 65 g each. Roll each piece into a smooth ball using a circular motion with your hand. Place the balls on baking paper, lightly brush with oil, and gently flatten them. Cover with plastic wrap and a towel and let rise 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 until golden brown on both sides. Remove them with a slotted spoon and let drain on paper towels. Let cool slightly and then use a piping bag to fill each donut with the chilled vanilla cream. Dust with granulated sugar if desired.

Serve: Enjoy these golden saffron donuts warm or at room temperature. They are perfect for the Christmas table or as a treat with a cup of coffee.