01 - In a large bowl, combine flour, sugar, salt, and instant yeast until well blended.
02 - Add warm milk, softened butter, and egg to the dry mixture. Mix thoroughly until a soft, cohesive dough forms.
03 - Knead the dough for 8 to 10 minutes until it becomes smooth and elastic in texture.
04 - Place the dough in a greased bowl, cover, and let rise in a warm location for 1 hour or until doubled in size.
05 - Punch down the risen dough and divide into 8 equal pieces. Shape each piece into a smooth ball and arrange on a parchment-lined tray.
06 - Cover the shaped dough and let rest for 30 minutes before frying.
07 - Heat vegetable oil in a deep pot to 340°F, maintaining steady temperature throughout frying.
08 - Fry donuts in batches, turning occasionally, until golden brown on all sides, approximately 2 to 3 minutes per side.
09 - Remove fried donuts from oil and drain on paper towels. Allow to cool completely before filling.
10 - Whip cold heavy cream to soft peaks. Add sweetened condensed milk, powdered milk, and vanilla extract. Continue whipping until stiff peaks form.
11 - Transfer the prepared cream to a piping bag fitted with a round tip. Make a small incision in the side of each donut and fill generously with the milk cream.
12 - Roll filled donuts in powdered sugar until thoroughly coated. Serve immediately for optimal texture and flavor.