In a saucepan, scald milk, then cool it to 110 degrees F. In the bowl of your stand mixer, add milk, butter, sugar, and vanilla. Using the whisk, mix until sugar is dissolved, and butter is incorporated. Add a package of active dry yeast and mix again until dissolved.

Scrape down the sides of the bowl and add each egg, one at a time, mixing in each one at a time.

Attach the dough hook to your mixer. Turn the mixer to low speed (speed 2) and slowly add the flour to the milk mixture a little at a time. You may not need all of the flour, and you may need a bit more. Mix until dough is smooth.

Remove the dough ball, spray the bowl with non-stick cooking spray, add the dough back in, spray the top of it with non-stick spray. Cover the bowl with a clean towel and let rise in a warm, draft-free place for 1 hour. It will double in size. (I place mine in a warm oven)

When the dough has risen, grabbing parts of it at a time, place on a lightly floured surface and roll out to about 1/2"-3/4" thick. Using a biscuit cutter or glass that is about 3" in diameter cut circles. Continue rolling until the dough is all cut. Transfer the rounds to a cookie sheet lined with parchment paper.

Cover lightly with a clean towel, and let rise for another 30 minutes.

Fill a cast iron Dutch oven with about 3" of oil. Gather your sugar, and place your desired filling in a piping bag. Line a large bowl with paper towels.

Heat oil to 350 degrees F. Add about 3-4 rounds to the hot oil, top side (dry side) in first. Watch closely and flip when they are golden brown. I used a flat slotted spoon. Remove them when they are golden on both sides, and place in the bowl lined with paper towels.

When donuts are still warm, but able to be handled, roll them in sugar. Poke a hole in the side with a sharp knife and fill with jam using a piping bag.

They are best eaten when warm the first day. Can be stored in an airtight container for up to 3 days.