Step 1: Prepare the Donut Dough : In a small bowl, mix warm milk, 1 tsp sugar, and yeast. Let it sit for 5–10 minutes until foamy. In a large mixing bowl, whisk together flour, remaining sugar, and salt. Add egg yolks, melted butter, vanilla, and the yeast mixture. Mix until a soft dough forms. Knead on a floured surface for 5–7 minutes until smooth and elastic. Place in a greased bowl, cover, and let rise for 1 hour or until doubled in size.
Step 2: Prepare the Vanilla Custard Filling : In a medium saucepan, heat milk over medium heat until steaming (do not boil). In a bowl, whisk egg yolks, sugar, cornstarch, and salt until smooth. Slowly pour half of the hot milk into the egg mixture, whisking constantly to temper. Pour the mixture back into the saucepan and cook over medium heat, whisking continuously until thickened (about 2–3 minutes). Remove from heat, whisk in butter and vanilla. Cover with plastic wrap (press directly on the surface) and chill completely before using.
Step 3: Shape and Fry the Donuts : Punch down the risen dough and roll it out to about ½-inch thickness. Use a round cutter (about 3 inches) to cut out circles. Place the rounds on a parchment-lined tray, cover, and let rise for 30 minutes. Heat oil in a deep pan to 350°F (175°C). Fry 2–3 donuts at a time for 1–2 minutes per side, until golden brown. Remove and drain on paper towels. Cool slightly.
Step 4: Fill the Donuts with Custard : Transfer chilled custard into a piping bag fitted with a round tip. Poke a small hole in the side of each donut (or use a knife to make a slit). Pipe custard into the center until slightly full and plump.
Step 5: Make the Chocolate Glaze ; Heat heavy cream in a saucepan until steaming. Pour over chocolate chips and let sit for 2 minutes. Stir until smooth and glossy. Add butter for extra shine (optional).
Step 6: Glaze the Donuts : Dip the top of each filled donut into the chocolate glaze. Let excess drip off, then place on a wire rack to set for 10–15 minutes.