For donuts: in a large bowl, blend togetherthe flour,sugar, and salt.
With your hands, make a well in the center offlour mixture.
In the well of flour mixture, add the milk, eggand butter.
The place the yeast on top and with a wooden spoon,mix untila sticky dough forms.
Place the dough onto a floured surface and withyour hands, knead until a smooth and elastic dough forms.
Shape the dough into a ball and then lightlycoat with oil.
Place the dough into a bowl and cover with aplastic wrap.
Place the bowl of dough in a warm place forabout 30-60 minutes or until doubled in size.
Meanwhile, cut 16 (3x3-inch)pieces of wax paper.
Uncover the bowl of dough and with your hands, punchdown the dough many times.
Place the doughonto a lightly floured surfaceand divide into 16 equal-sized pieces.
Shape each dough piece into a smooth ball.
Place each ball onto a wax paper piece and thenpress them lightly.
With a kitchen towel, cover the dough balls and placein a warm place for about 30-60 minutes or until doubled in size.
In a wide and deep pan, heat oil over mediumheat and fry the donuts in 4 bathes 3-5 minutes, flipping frequently.
With a slotted spoon, transfer the donuts onto apaper towels-lined plate to drain.
Set aside to cool slightly.
In a wide bowl, blend together the powderedsugar and cornstarch. Set aside.
For filling: in a bowl, blend together the sugarand cornstarch.
Add the egg yolks and beat with a wire whiskuntil smooth and light.
Add ¼ cup of the warm milk and whisk until wellcombined.
Add the remaining milk and sugar mixture andwhisk toblend.
Place the saucepan over medium heat and cookuntil it becomes smooth, whisking continuously.
Remove from the heat and whisk in the butteruntil smooth and shiny.
Add the vanilla extract and mix well.
Set the mixture aside to cool.
Transfer the filling mixtureinto a piping bagwith a piping tip.
Coat the fried donuts in powdered sugar mixture.
Carefully insert a chopstick from the sidethrough the middle.
Gently twist the chopstick inside to create acavity.
Pipe the cream filling in the cavity of eachdonut and serve.