Heat 2 cups of whole milk in a saucepan over medium heat until steaming but not boiling. In a bowl, whisk together 4 egg yolks, 1 cup sugar, 1/4 cup cornstarch, and a pinch of salt. Temper the hot milk into the yolk mixture, return to saucepan, stirring constantly until thickened (about 5-7 minutes). Stir in 2 teaspoons vanilla extract and 2 tablespoons butter, strain, cool, and chill.

Mix 3.5 cups of flour, 1/3 cup granulated sugar, 2 teaspoons of instant yeast, and 0.5 teaspoon sea salt. Combine 3/4 cup warm milk, 3 egg yolks, and 1 teaspoon vanilla extract. Incorporate wet into dry, add 4 tablespoons butter, and mix until dough is smooth and elastic (about 5-7 minutes).

Transfer the dough to a greased bowl, cover, and let rise in a warm spot until doubled in size (about 1-1.5 hours).

Once risen, punch down the dough, roll to 1/2-inch thickness on a floured surface, and cut out doughnuts. Place on a lined baking sheet, cover, and let rise until puffy (30-45 minutes).

Heat 6-8 cups of oil to 350°F. Fry doughnuts for 1.5 to 2 minutes each side until golden brown, using a slotted spoon to transfer to paper towels, then roll in sugar.

Poke a small hole in each cooled doughnut, pipe chilled custard inside until plump. Chill before serving if desired.