Bloom the yeast (if using active dry): If you only have active dry yeast, stir it into the warm milk with a pinch of sugar and let it foam for 5–10 minutes. If using instant yeast, you can skip blooming and add it directly to the flour.

Mix the dough: In a mixing bowl, combine all-purpose flour, bread flour, sugar, salt, and instant yeast. Add warm milk, melted butter, egg, and vanilla. Mix with a spatula until a shaggy dough forms.

Knead until smooth: Knead by hand on a lightly floured surface or with a dough hook on medium-low for 7–10 minutes. The dough should be soft, slightly tacky, and elastic. If it’s sticky, dust sparingly with flour; if dry, add a teaspoon of water at a time.

First rise: Place the dough in a lightly oiled bowl, cover, and let it rise in a warm spot until doubled, about 1–1.5 hours. For maximum flavor and that tender bite, you can refrigerate it overnight after a 30-minute room-temp rest.

Roll and cut: Turn the dough onto a lightly floured surface. Roll to about 1/2 inch (1.25 cm) thickness. Use a 3-inch (7.5 cm) round cutter for the donuts and a 1-inch (2.5 cm) cutter for the holes. Gently re-roll scraps once.

Second rise: Place cut donuts on parchment squares, leaving space between them. Cover lightly and let them puff until noticeably airy, 30–45 minutes at warm room temperature. They should look light and slightly jiggly.

Heat the oil: In a heavy pot, heat 2–3 inches of oil to 350–355°F (175–180°C). Keep a thermometer clipped to the pot. Maintain steady heat for even cooking.

Fry the donuts: Carefully lower 2–3 donuts at a time, parchment and all, then slide the paper out with tongs. Fry about 45–60 seconds per side until light golden. Donut holes cook faster, about 30–45 seconds total. Avoid crowding and let the oil recover between batches.

Drain properly: Remove donuts to a wire rack set over a sheet pan. Let excess oil drip off for a minute before glazing. This keeps the finish clean and prevents sogginess.

Make the glaze: Whisk powdered sugar, milk, vanilla, and a pinch of salt until smooth and pourable. It should be thin enough to coat and drip slowly. Adjust with a teaspoon of milk or sugar as needed.

Glaze while warm: Dip each warm donut on both sides and return to the rack. The glaze will set to a delicate sheen within a few minutes. For cinnamon sugar, toss warm donuts in the mixture instead of glazing.

Serve fresh: Enjoy within the first few hours for the softest texture. They’re best warm, when the crumb is ultra-light and the glaze is just set.