Warm the milk by placing it in a bowl in the microwave for 20-30 seconds, or until warm to the touch (but not boiling).
Pour the warmed milk into a large mixing bowl (or electric stand mixer bowl) and add the yeast and 1 tablespoon sugar. Lightly stir together with a fork (or whisk) and let sit for 5-8 minutes until foamy. If the mixture doesn’t become foamy after 10 minutes, discard and make a new batch of milk-sugar-yeast mixture.
With the whisk attachment (or handheld whisk) mix in the eggs, egg yolk, remaining sugar, melted butter, nutmeg, vanilla extract just until combined.
Switch to a dough hook and mix in the flour and salt until a tacky-sticky dough forms.
Sprinkle flour on your counter. Knead the dough on the counter until smooth, adding up to 2-3 tbsp extra flour if the dough is too sticky. No need to overwork the dough; 1-2 minutes of kneading is perfect.
Grease a large bowl with some oil or cooking spray. Transfer the smooth ball of dough to the bowl and cover with plastic wrap or a towel. Let rise at room temperature in a warm/room temperature place for about 1 to 1 1/2 hours or until the dough has doubled in size. You can also place the plastic-wrap-covered bowl in the fridge overnight if you want to fry the donuts the next day.
****While the donuts rise, prepare the custard filling, recipe below!***
Grease two baking sheets with baking spray or cooking spray.
Once the dough has risen, transfer the dough, lightly punch it down and transfer to a floured work surface. Sprinkle the dough with a bit of flour. Roll into a ½” thick rectangle.
Cut the rectangle with a sharp knife so it measures about 17-inches wide by 10-inches tall.
Cut the dough down the middle horizontally. Then, cut each half of the dough into 5”x2.5” rectangles. Place dough rectangles onto the prepared baking sheets, with at least 1 ½ inches apart. Reroll any dough scraps and cut into the same size rectangles.
Allow dough to rise slightly while you preheat the oil (oil directions below).