Make the dough: in a bowl of a stand mixer mix flour, sugar, yeast and salt.
Add milk, oil, eggs and vanilla extract. Knead for 8-10 minutes. Add the alcohol and knead for 2 more minutes.
Place the dough in a lightly oiled bowl. Cover and let rise until doubled in volume.
Make the doughnuts: on a floured work surface or on a silicone mat, roll out the dough to a 1/2-inch (1.5-2cm) thickness. Cut circles with a floured 2½-inch (6.5cm) round cutter. Cut circles and immediately place them on a lightly greased parchment paper squares. Combine all the leftovers and make a dough again, let rest for 5 minutes, then roll out again and cut circles again. You also can shape the dough into equal sized balls.
Cover the circles and let rise until doubled in size, about 1 hour.
In a large pan heat oil to 170C.
Add the doughnuts, with the parchment, a few at a time, 1-2 minutes on each side or until golden brown. Drain on paper towels.
Fill a pastry bag fitted with a round tip with jam. Using a wooden skewer or straw, make a hole in the side or at the top of each doughnut. Fit the pastry tip into a hole, pipe about 2 teaspoons jam into doughnut.
Dust with powdered sugar.
Notes:Can we skip the alcohol?Alcohol helps the donut achieve a crispy texture on the outside and an airy texture on the inside. The alcohol evaporates during frying, so you will not feel the alcohol in any way. If you prefer not to use alcohol, you can skip it.Why are you frying the donuts with the parchment paper?This step is very important. If touch/lift donuts with your hands, you may damage the texture of the donuts, therefor, you should fry them directly with the paper, it will keep them nice and round.What fillings can we use? You can fill the donuts with any kind of jelly/jam; strawberry, blueberry, grape etc. You also can fill them with Nutella, pastry cream, dolce de leche and more.How to shape the donuts?As you can see in the video, the donuts can be shaped in two ways: cutting circles using a cookie cutter or rolling into balls. I highly recommend going on the second method, shaping small balls. This ways, the donuts will be fluffier, more round and keep their shape easily. More recipes yoy may like: