Cook the Donuts

• 1). Set a large bowl on a counter, and add the following ingredients: 1 cup of warm milk, 1/3 cup of water, 1 beaten egg, 3 tbsp. of melted butter, 3/4 cup sugar, 4 1/2 cups bread flour, 1 tsp. salt, 1 1/2 tsp. nutmeg and 1 tbsp. of active dry yeast.
  
  
• 2). Mix the ingredients with a spoon until they form a dough and stirring becomes difficult. You may want to use your hands to mix the dough together.
  
  
• 3). Place 1 to 2 tsp. of flour onto a cutting board, and place the dough on top of it. Let the dough sit for 10 minutes.
  
  
• 4). Roll the dough out into a flat layer that is 1/4-inch thick, using a rolling pin.
  
  
• 5). Cut out circles from the dough, using a 2 1/2-inch diameter cookie cutter or biscuit cutter. Allow the donuts to rise for 45 minutes.
  
  
• 6). Fill a deep fryer with vegetable oil in a deep fryer, heat to 375 degrees Fahrenheit and drop the donuts into the oil. Allow the donuts to cook for two to three minutes, turning them as necessary.
  
  
• 7). Remove the donuts from the oil, and place on a layer of paper towels to drain.
  
  

Cook the Custard Filling

• 1). Place a small saucepan on a stove burner turned to medium heat.
  
  
• 2). Place 1/4 cup of sugar, 3 tbsp. of cornstarch and 2 cups of milk into the pan. Stir the mixture with a spoon to prevent it from burning.
  
  
• 3). Crack three eggs, and separate out the yolks into a bowl. Lightly beat the yolks with a fork or a whisk, and add them to the saucepan.
  
  
• 4). Stir the ingredients in the saucepan constantly until they begin to boil.
  
  
• 5). Remove the pan from the stove burner, and turn off the stove. Add 1 tsp. of vanilla to the mixture, and cover the pan with a lid. Allow the pan to cool to room temperature, and then place it inside a refrigerator until it is cool.
  
  

Fill the Donuts

• 1). Open a pastry bag, and insert a plain icing tip into the center of the bag until it pokes out of the bottom hole.
  
  
• 2). Fold down the top of the bag, and use a spoon to fill the bag 3/4 full with the chilled custard filling.
  
  
• 3). Unfold the top ends of the bag, and twist them together to close the bag.
  
  
• 4). Insert the icing tip into the side of a donut, and push it in until it reaches the center.
  
  
• 5). Squeeze the pastry bag gently to insert approximately 2 tsp. of custard into the center of the donut. Pull the tip out of the donut, and repeat the process to fill any remaining donuts.