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, cohesive dough forms.
03 - Knead the dough for 8 to 10 minutes until smooth, elastic, and slightly tacky to the touch.
04 - Place dough in a greased bowl, cover with plastic wrap or a damp towel, and let rise in a warm draft-free area for 1 hour or until doubled in size.
05 - Punch down the risen dough and divide into 8 equal portions. Shape each piece into a smooth ball and arrange 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 or fryer to 340°F. Use a kitchen thermometer to maintain proper temperature.
08 - Fry donuts in batches, turning occasionally, until golden brown on both sides, approximately 2 to 3 minutes per batch.
09 - Transfer fried donuts to a wire rack or paper towels to drain. Allow to cool completely before filling.
10 - Whip cold heavy cream to soft peaks. Add condensed milk, powdered milk, and vanilla extract. Continue whipping until stiff peaks form.
11 - Transfer cream to a piping bag fitted with a round tip. Make a small incision in the side of each cooled donut and pipe filling generously inside.
12 - Roll filled donuts in powdered sugar until evenly coated. Serve immediately for optimal texture and flavor.