Make the pastry cream

• Add the milk, heavy cream, vanilla seeds and vanilla pod to a saucepan and bring to a gentle simmer over medium heat.
• Whisk the egg yolks and sugar in a bowl until smooth and slightly pale, then whisk in the cornstarch.
• Slowly add the hot milk mixture to the egg yolks while whisking constantly, then strain back into the saucepan.
• Cook over medium heat, whisking constantly, until thick and pudding-like.

Finish and chill the pastry cream

• Remove from the heat and whisk in the butter until smooth.
• Cover directly with plastic wrap and refrigerate until completely cold.

Make the dough

• Combine the flour, sugar, salt, yeast and vanilla in a stand mixer.
• Add the milk and egg and knead with the dough hook on low speed until smooth.
• Add the softened butter and continue kneading until the dough is smooth and elastic, slightly tacky but not wet or overly sticky.

Let the dough rise

• Transfer to a lightly oiled bowl, cover and let rise in a warm place until doubled in size.

Make the caramelized apples

• Melt the butter in a skillet, then add the diced apples, brown sugar, vanilla and cinnamon.
• Cover and cook over low heat, stirring occasionally, until the apples are soft and caramelized but not mushy.
• Set aside to cool.

Shape and proof the donuts

• Punch the dough down and divide into 12 portions of about 55 g each.
• Shape into smooth balls and place each on a small square of parchment paper.
• Cover and let proof until noticeably puffy.

Fry the donuts

• Heat neutral oil to 170-175 °C.
• Fry the donuts in batches for about 2-3 minutes per side, until golden brown and cooked through, keeping an eye on the oil temperature between batches.
• Drain briefly on paper towels, then toss in the cinnamon sugar while still warm.
• Transfer to a wire rack and let cool completely.

Fill the donuts

• Mix the cooled pastry cream until smooth using an immersion blender or electric hand mixer.
• Transfer the pastry cream and apple filling into separate piping bags.
• Make a small slit in the side of each donut.
• Fill with the vanilla pastry cream first, followed by the caramelized apple filling.