Make the Bavarian Cream (Prepare ahead)
1-In a bowl, whisk egg yolks with: In a bowl, whisk egg yolks with cornstarch and 2 tablespoons of sugar.
2-Heat the remaining sugar, milk, and vanilla: Heat the remaining sugar, milk, and vanilla in a saucepan over medium-low heat until warm.
3-Gradually pour the warm milk into the: Gradually pour the warm milk into the yolk mixture, whisking constantly.
4-Return mixture to the saucepan and cook: Return mixture to the saucepan and cook over medium heat, stirring continuously until it thickens.
5-Bring to a boil for 1 minute,: Bring to a boil for 1 minute, then remove from heat. Strain through a fine mesh sieve if needed.
6-Whisk in the butter, one tablespoon at: Whisk in the butter, one tablespoon at a time.
7-Cover with plastic wrap touching the surface: Cover with plastic wrap touching the surface and refrigerate until fully chilled.

Make the Donut Dough
8-Warm milk to body temperature: Warm milk to body temperature. Mix with yeast and 1 tablespoon sugar. Let sit 5-10 minutes until frothy (skip this step if using instant yeast).
9-In a stand mixer, add remaining sugar,: In a stand mixer, add remaining sugar, eggs, and salt. Pour in the yeast mixture and stir.
10-Add flour and mix on low speed: Add flour and mix on low speed until mostly combined.
11-Slowly drizzle in melted butter with mixer: Slowly drizzle in melted butter with mixer running. Increase to high speed and knead 3-5 minutes.
12-Turn out onto floured surface and knead: Turn out onto floured surface and knead until smooth.
13-Shape into a ball, place in a: Shape into a ball, place in a greased bowl, cover, and let rise until doubled (1-2 hours).
14-Punch down the dough: Punch down the dough. Roll to 1/2 inch thick and cut rounds using a 2.5-3 inch cutter.
15-Place on lined baking sheet, cover, and: Place on lined baking sheet, cover, and proof for 45 minutes or until puffy.

Fry the Donuts
16-Heat oil (at least 2-3 inches deep): Heat oil (at least 2-3 inches deep) to 350°F (180°C).
17-Fry 2-3 donuts at a time, 1-2: Fry 2-3 donuts at a time, 1-2 minutes per side, until pale golden.
18-Transfer to a wire rack lined with: Transfer to a wire rack lined with paper towels. Roll in sugar while warm.

Fill the Donuts
19-Whip heavy cream to stiff peaks: Whip heavy cream to stiff peaks. Fold into chilled pastry cream in two additions.
20-Poke a hole in each cooled donut: Poke a hole in each cooled donut with a chopstick or straw.
21-Fill a piping bag with cream and: Fill a piping bag with cream and pipe into each donut until full.