- In a bowl, combine the water and yeast. Let rest for 5 minutes.
- In another bowl, combine the cream, citrus zest and vanilla. Set aside.
- In a stand mixer using the dough hook, or in a large bowl with a wooden spoon, combine the flour, sugar, salt, egg yolks and eggs. Add the cream and yeast mixtures and stir until the dough starts to form. In the stand mixer or on a lightly floured surface, vigorously knead the dough for 5 minutes or until smooth. Shape the dough into a ball and place in a clean, lightly floured bowl. Cover with a damp cloth and let rise in a warm, humid spot for 2 hours.
- Meanwhile, in a pot off the heat, combine the sugar, flour and cornstarch. Whisk in the egg yolks, eggs, ½ cup (125 ml) of the milk and the vanilla until smooth. Add the remaining milk (3 ½ cups/875 ml). Cook over medium heat, whisking constantly, scraping the sides and bottom of the pan until the mixture starts to boil and thicken. Remove from the heat.
- Strain the pastry cream to remove any lumps, if necessary. Transfer to a bowl and cover with plastic wrap directly on the surface of the cream. Let cool and refrigerate for 2 hours or until completely chilled. When ready to use, stir with a spatula or whisk until creamy and smooth. Spoon into a pastry bag fitted with a ½-inch (1 cm) star tip.
- Preheat the oil in the deep fryer to 340°F (170°C) (see note). Line a baking sheet with paper towels.
- Place the sugar in a bowl. Set aside.
- On a generously floured surface, roll out the dough into a ½-inch (1.5 cm) thick sheet.
- With a 3 ½-inch (9 cm) round cookie cutter, cut out 12 doughnuts. Set aside on a lightly floured baking sheet. Use the scraps. Cover with a damp cloth and let rest for 10 minutes until the doughnuts have risen slightly.
- Gently drop 2 doughnuts at a time into the hot oil and cook for 3 to 4 minutes or until golden brown, turning halfway through cooking. Beware of splattering. Drain on the paper towels.
- Coat in the sugar. Let cool.
- With the point of the star tip, pierce a hole in the top centre of the cooled doughnuts. Fill with the pastry cream. Serve immediately, or refrigerate and enjoy them ideally the same day.
Because the doughnuts are large, we fried them at 340°F (170°C) to make sure they cooked evenly all the way through and were still perfectly golden on the outside.