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 dough forms.
03 - Knead the dough for 8 to 10 minutes until smooth and elastic texture is achieved.
04 - Place dough in a greased bowl, cover, and let rise in a warm place for 1 hour until doubled in size.
05 - Punch down the dough and divide into 8 equal pieces. Shape each into a smooth ball and place on a parchment-lined tray.
06 - Cover the shaped dough balls and let rest for 30 minutes.
07 - Heat vegetable oil in a deep pot to 340°F.
08 - Fry donuts in batches, turning occasionally, until golden brown on both sides, about 2 to 3 minutes per side.
09 - Remove donuts from oil and drain on paper towels. 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 fill generously with milk cream.
12 - Roll filled donuts in powdered sugar until evenly coated on all sides.
13 - Serve immediately for optimal texture and freshness.