In a large mixing bowl, combine all-purpose flour, granulated sugar, salt, and instant yeast. Create a well and pour in warmed milk and a beaten large egg. Stir until a shaggy dough forms.

Add softened unsalted butter to the dough mixture and knead on a floured surface for about 5-7 minutes until smooth and elastic.

Transfer kneaded dough into a greased bowl, cover, and let it rise in a warm place for approximately 1 hour or until doubled in size.

While the dough is rising, whip the heavy cream until thick, then gradually add powdered sugar and vanilla extract, whipping until stiff peaks form. Chill in the fridge.

Punch down the risen dough, roll it out to about ½-inch thickness, and cut out donut shapes. Place on a floured baking sheet.

Cover the cut-out donuts and let them rise for another 30 minutes at room temperature until puffed up.

In a deep pot, heat oil to 350°F (175°C). Use a thermometer to maintain the right temperature.

Fry donuts in batches for 2-3 minutes on each side until golden brown. Drain on paper towels.

Dust the cooled donuts with powdered sugar and fill with the prepared cream filling.