
In a large measuring cup, combine warm milk, yeast, and sugar. Let it froth for 5-10 minutes.
In a stand mixer, mix flour, sugar, salt, butter, egg, egg yolks, vanilla extract, and yeast mixture until a sticky dough forms.
Let the dough rise in a greased bowl covered with plastic wrap for 1-2 hours until doubled in size.
Roll out the dough and cut circles. Let them rise for another 30 minutes.
Fry the donuts in preheated oil at 340°F for about 2 minutes per side.
Once cooled, roll in sugar before serving.