Mix the sugar and yeast into the lukewarm milk. Leave to stand for 10 minutes. The yeast should start to bubble.
Add the flour, butter, vanilla sugar, salt to a bowl. Pour over the yeast mixture and knead to a thick dough with a stand or hand mixer. Add the egg yolks one by one. Then knead the dough for about 5 minutes.
Place the dough in a lightly greased bowl (prevents the dough from sticking) and cover it with a kitchen towel. Leave to rise for about 60 minutes.
Knead the risen yeast dough with your hands on a lightly floured surface. Then divide the dough into 12 even pieces. (For me they were approx. 60 gr/ 2oz each).
Roll each dough into a ball. Using a circular motion with the palm of your hand, gently roll the dough on a floured surface to create a ball shape. The ball shape can also be created by rolling the dough between the palms of both hands using the same circular motion. The dough balls will enlarge during the final rising period.
Place the balls on a lined baking tray and cover with a tea towel. Leave to rise for a further 30 minutes.
Place the oil into a large pot and heat up. I recommend using a thermometer and leave the heat to rise to 170°C or 338°F. If you don’t have a thermometer then wait until the oil forms bubbles on a wooden spoon and then turn down the heat. It is important that you don’t cook your donuts too hot, as otherwise, the dough will not cook evenly.
Fry each donut for approximately for 3 minutes on each side.
Remove them with a slotted spoon and pat them dry on a kitchen towel to absorb the remaining grease. Leave to cool down for at least 20 minutes before filling.