Step 1: Activate Yeast : Combine warm milk and yeast in a small bowl. Let it sit for 5–10 minutes until foamy to ensure the yeast is active.
Step 2: Prepare the Dough : In a large bowl, mix flour, sugar, and salt. Add eggs, melted butter, vanilla extract, and the foamy yeast mixture. Knead the dough on a floured surface for 8–10 minutes until smooth and elastic.
Step 3: Let the Dough Rise : Place the dough in a greased bowl and cover it with a clean towel. Let it rise in a warm place for 1–2 hours, or until doubled in size.
Step 4: Shape the Donuts : Roll out the dough to ½-inch thickness. Use a round cutter or glass to cut circles. Optional: use a smaller cutter to make a hole in the center if desired.
Step 5: Heat the Oil and Fry Donuts : Heat vegetable oil in a deep skillet or pot to 350°F (175°C). Fry donuts in batches for 2–3 minutes per side until golden brown. Drain on paper towels.
Step 6: Fill the Donuts with Jelly : Fill a piping bag or squeeze bottle with your chosen jelly. Insert the tip into the side of each donut and squeeze to fill.
Step 7: Coat with Powdered Sugar : While donuts are still slightly warm, roll or dust them in powdered sugar. Serve immediately.