01 - Combine flour, sugar, salt, and instant yeast in a large mixing bowl.
02 - Add warm milk, softened butter, and egg to the dry ingredients. Mix until a soft, shaggy dough forms.
03 - Knead the dough by hand or with a stand mixer for 8 to 10 minutes until smooth, elastic, and passes the windowpane test.
04 - Place the dough in a greased bowl, cover with plastic wrap or a damp towel, and let rise in a warm place for 1 hour or until doubled in size.
05 - Punch down the dough and divide into 8 equal portions. Shape each into a smooth, round ball and place on a parchment-lined baking sheet.
06 - Cover the shaped dough and let rest for 30 minutes until slightly puffed.
07 - Heat vegetable oil in a deep pot to 340°F. Use a kitchen thermometer to maintain temperature.
08 - Fry donuts in batches, turning occasionally, until golden brown on all sides, approximately 2 to 3 minutes per batch.
09 - Remove fried donuts with a slotted spoon and drain on paper towels. Allow to cool completely before filling.
10 - Whip cold heavy cream to soft peaks. Add sweetened condensed milk, powdered milk, and vanilla extract. Continue whipping until stiff peaks form.
11 - Transfer the milk cream to a piping bag fitted with a round tip. Make a small incision on the side of each cooled donut and pipe generously with the cream filling.
12 - Roll each filled donut in powdered sugar until thoroughly coated.
13 - Serve immediately for the best texture and flavor experience.