Make the vanilla custard cream

• Whisk the sugar, egg yolks and cornstarch until light and fluffy.
• Warm the milk with the vanilla extract over low heat, then add it little by little to the egg mixture so the eggs don't cook.
• Return to the heat and cook until thickened, then take off the heat and stir in the butter.

Chill the custard

• Cover the custard with plastic wrap touching the surface and refrigerate until cold and set.

Make the donut dough

• Combine the warm milk, sugar, egg, instant yeast and flour.
• Knead in the softened butter, then add the salt last and knead until combined and smooth.

First rise

• Cover the dough and let it rise until doubled in size.

Roll and cut

• Roll out the dough and cut out mini donut rounds.
• Place them on a lined tray, leaving space between each.

Second rise

• Let the cut donuts rise until puffy.

Fry the donuts

• Heat the oil to 175 °C (350 °F).
• Fry the donuts until golden brown on both sides, then drain on a rack.

Make the caramel

• Heat the sugar and water over medium heat until golden, without stirring until the mixture becomes light yellow.

Fill and finish

• Fill a piping bag with the chilled custard and pipe it into each donut.
• Dip the tops in the caramel and let set before serving.