Whisk together flours, sugar and kosher salt in a bowl and set aside. In another small bowl, beat the egg until smooth and no streaks of white remain.
In a small pot, melt butter over low heat. Whisk in oil followed by the milk and finally the beaten egg and vanilla. Cook over low heat, stirring constantly, until 106°F.
Pour into the bowl of a stand mixer and whisk yeast into milk mixture. Set it aside and allow it to bloom for 10 minutes.
Fit mixer with paddle attachment and add half the flour to the bowl with the yeast/milk mixture. Mix on low to combine, then add the remaining flour and mix on low until flour is incorporated.
Switch to the dough hook and turn speed to medium high and continue to mix until you can see strands pulling from the sides of the bowl into the center when it is mixing, approximately 12 minutes. It will not completely form a smooth dough ball. There isn’t enough gluten for that!
Proofing the dough:
Spray a large bowl with nonstick cooking spray. Spray hands and bowl scraper with the spray and scrape out the dough into your hands and form into a ball. Place in an oiled bowl. Cover with plastic wrap and bulk proof in the refrigerator for 30 minutes.
Rolling and cutting the dough:
Lightly flour your work surface. Using a bowl scraper or silicone spatula, scrape the dough onto the surface. Sprinkle it with a bit more flour. Flour your rolling pin. Gently roll out to approximately ½ inch thickness.
Line a baking sheet with parchment paper and lightly spray with cooking spray. Cut doughnuts with ring molds, biscuit cutters (3”), or a doughnut cutter, and place on a parchment lined baking sheet. Cut out the holes with a 1” cutter while they are on the baking sheet. This will keep them from misshaping. Spray surface of doughnuts, wrap with plastic wrap and refrigerate 2 hours.
Alternative, to cook immediately: Instead of chilling doughnuts in the refrigerator a second time, allow them to sit out 30 minutes until doubled in size and then fry.
Frying yeasted donuts:
Pour oil into a fryer or a Dutch oven, making sure the oil is at least 2 inches deep. Heat your oil to 355°F. Adjust your heat to keep the temperature between 350°- 360°F while frying. You will need a clip-on fry/candy thermometer for this. I heat my oil up to 360°F before adding a batch of donuts, because the cold dough will lower the temperature of the fryer oil.
Allow the donuts to sit at room temperature 6 minutes prior to frying.
Gently place 3-5 donuts in the fryer, while keeping the remaining donuts in the fridge. The number you can fry at once depends on the size of your pot. You want the donuts to have room to move around and space to puff.
Once they rise to the surface, cook for 60 seconds and then flip them with a slotted spoon. Fry until the bottom develops a nice golden brown color, about 45 seconds. Flip it again and then fry for another 10-30 seconds or until the color is a nice even golden brown. I usually test mine with a cake tester. Pull the donut out of the oil with a spider or slotted spoon, poke it and then pull the cake tester out. It should not have any streaks of dough or crumbs.
Transfer to a wire rack set over a sheet pan or paper towels.
Allow oil to drip off doughnut 10 seconds then roll in granulated sugar or dip in a simple powdered sugar glaze.
Video
Notes
Flavor Tips - For the most authentic taste, fry in shortening. I used canola oil, but they still taste soooo close!Technique - Can re-roll scraps one time with at least 20 minutes of bench rest. Knead the scraps together into a ball, cover with plastic wrap and allow to sit 20 minutes before trying to roll them out again. If they shrink back, give them a little more time to rest!Storage - Donuts are best the day they are made and should be stored at room temperature uncovered. The cut, raw dough can be stored in the freezer for a week.