Put all the dough ingredients apart from the butter into the bowl of an electric mixer with a beater attachment and mix on a medium speed for 8 minutes, or until the dough starts coming away from the sides and forms a ball.
Turn off the mixer and let the dough rest for 1 minute.
Start the mixer up again on a medium speed and slowly add the butter to the dough – about 25g at a time.
Once it is all incorporated, mix on high speed for 5 minutes, until the dough is glossy, smooth and very elastic when pulled.
Cover the bowl with clingfilm and leave to prove until it has doubled in size.
Knock back the dough, then re-cover the bowl and put into the fridge to chill overnight.
The next day, take the dough out of the fridge and cut it into 50g pieces (you should get about 20).
Roll them into smooth, taut, tight buns and place them on a floured baking tray, leaving plenty of room between them.
Cover lightly with clingfilm and leave for about 4 hours, or until about doubled in size.
Get your deep-fat fryer ready, or get a heavy-based saucepan and fill it up to the halfway point with rapeseed oil.
Heat the oil to 180° C.
Carefully remove the doughnuts from the tray and put them into the oil, frying for 2 minutes on each side until golden brown.
Remove from the fryer and place on kitchen paper, then toss them in a bowl of caster sugar while still warm.
To fill the doughnuts, make a hole in the crease of each one and fill with your desired filling using a piping bag.
To make the custard, slit the vanilla pod open and scrape out the seeds, then put both pod and seeds into a saucepan with the milk and bring slowly just to the boil.
Mix the egg yolks and sugar in a bowl, sift in the flour, and mix again.
Pour the just-boiling milk over the yolk mixture, whisking constantly, then return to the saucepan and cook over medium heat, whisking constantly for about 5 minutes until very thick.
Pass through a fine sieve, discard the vanilla, and place clingfilm on the surface of the custard to prevent a skin forming. Leave to cool, then refrigerate.
Whip the cream and the 2 tablespoons of sugar together until thick and fold into the chilled custard.
