Add the flour, caster sugar and salt flakes to the bowl of a stand mixer and fit the dough hook.

In a separate bowl, whisk the milk, rum, yeast and eggs until the yeast has fully dissolved. Add to the dry ingredients in the mixer and mix on the lowest speed for about 10 minutes until the dough starts to come away from the side of the bowl.

Gradually add the softened butter until fully incorporated, occasionally stopping to scrape down the side of the bowl with a spatula. Continue mixing on low for about 5 minutes until the dough is smooth and shiny.

Remove the bowl from the mixer and cover with plastic wrap. Set aside at room temperature until the dough doubles in size, about 1½ hours.

Line a tray with greased baking paper.

Turn the risen dough out onto a floured benchtop and knead lightly for a minute or so.

Using a rolling pin, roll out the dough to an even 3cm thickness and cut out rounds using a 7cm cookie cutter. Place the rounds on the prepared tray and cover with plastic wrap. Set aside at room temperature until doubled in size, about 1½ hours.

Heat the oil in a deep-fryer or large saucepan to 160°C.

Combine the sugar and cinnamon in a deep, flat dish.

Gently place 3 or 4 of the risen doughnuts into the hot oil, being careful not to drop them and splash oil on your hands. Cook for 3–3½ minutes on each side until golden.

Once cooked, remove from the oil using a slotted spoon and drain on paper towel.

Roll the doughnuts in the cinnamon sugar and, once fully coated, set aside on a tray to cool completely before filling.

To make the custard filling, add the milk and vanilla pod and seeds to a small saucepan. Bring to the boil and remove from the heat.

Whisk the sugar and egg yolks in a medium bowl. Once combined, sift in the cornflour slowly while whisking.

Pour a third of the hot milk into the bowl while whisking. Pour the mix back into the remaining hot milk in the pan and bring back to the boil while whisking constantly.

Once the custard boils, pour it into a bowl and place plastic wrap directly on the custard to avoid a skin forming. Set aside to cool before refrigerating.

Once the custard has cooled completely, remove the vanilla pod and whisk until smooth.

Make a 2cm-wide cut in the side of each doughnut with a sharp paring knife. Fill a piping bag with the custard and pipe a generous amount into the centre, then do the same with the jam.