Preparation Steps

• Bloom yeast: In a large bowl, whisk warm milk with 0.25 cup sugar. Sprinkle yeast over the top, stir, and let stand until foamy, 5 to 10 minutes.
• Make the dough: Whisk in melted butter, eggs, vanilla, and salt. Add flour gradually, mixing until a soft dough forms. Knead on a lightly floured surface until smooth and elastic, about 5 to 7 minutes.
• First rise: Place dough in a lightly oiled bowl, cover, and let rise in a warm spot until doubled, about 60 minutes.
• Cook lemon curd: In a saucepan, whisk yolks, 0.75 cup sugar, lemon juice, zest, and a pinch of salt. Cook over medium-low, stirring constantly, until thick and just bubbling, 8 to 10 minutes or 170 F. Off heat, whisk in butter until silky. Transfer to a bowl, press plastic wrap on the surface, and chill.
• Shape donuts: Roll risen dough to 0.5 inch thick. Cut 3 inch rounds, rerolling scraps as needed. Place on parchment-lined sheets.
• Second rise: Cover and let rounds puff until pillowy, 30 to 40 minutes.
• Heat oil: In a heavy pot, heat 2 qt vegetable oil to 350 F. Maintain 340 to 360 F during frying.
• Fry: Fry 3 to 4 donuts at a time until deep golden, about 1 to 2 minutes per side. Drain on a rack set over a sheet pan.
• Fill: Poke a small hole in the side of each donut. Spoon lemon curd into a piping bag with a round tip and pipe 2 to 3 tbsp curd into each donut until it feels filled but not bursting.
• Glaze or dust: Whisk powdered sugar with lemon juice, thinning with milk to a smooth glaze. Dip tops of warm donuts or dust with extra powdered sugar. Let set 10 minutes.
• Serve: Enjoy warm the day they’re made. Store leftovers covered at room temperature up to 1 day; re-crisp in a 300 F oven for a few minutes if desired.