A fluffy, pillowy doughnut, made with Hokkaido milk bread dough adapted from Cynthia Chen McTernan's recipe in A Common Table.
Scald the milk, either in a small saucepan on the stovetop, or by microwaving it for 1 minute. Set aside to cool. (If a skin forms, just carefully remove it with a fork or teaspoon.)
Make the tangzhong: In a small saucepan, whisk together the 6 tablespoons water and 2 tablespoons bread flour until smooth. Cook over medium-low heat, whisking constantly, until the tangzhong thickens and the whisk leaves a line as you mix. Remove from the heat, transfer to a small bowl, and set aside to cool to warm room temperature (90-95 F is fine).
In the bowl of a stand mixer, whisk together 320 g bread flour, the yeast, sugar, dry milk, and salt.
In a separate bowl, whisk together the milk, cooled tangzhong, and egg.
Make a well in the center of the dry ingredients, pour in the milk mixture, and mix with a wooden spoon or silicone spatula until a shaggy dough forms. Transfer to the stand mixer, fitted with a dough hook, and knead at the lowest setting until the dough is fairly smooth. This should take less than 5 minutes.
Add the butter, one tablespoon at a time, waiting until the first tablespoon is fully incorporated before adding the second.
Continue to knead with the stand mixer on low until the dough is smooth, stretchy, and passes the windowpane test. (If the dough seems excessively sticky during this kneading, add up to 2 tablespoons more flour, just a little bit at a time. With the stand mixer, I generally don't need to add any extra flour at all.)
Transfer the dough to a clean bowl (no need to grease), cover with plastic wrap, and refrigerate for at least 8 hours or overnight.
The next morning, prepare the doughnuts for frying. First, cut a dozen 2.5 inch squares of baking parchment and place on a large baking sheet.
Next, remove the dough from the refrigerator and turn it out onto a lightly floured surface. Roll the dough out to a thickness of a scant 1/2 inch. Cut out the doughnuts using a lightly floured, 2.5 inch biscuit cutter, re-rolling the scraps as necessary. Place each doughnut on one of the pre-cut squares of parchment, on the baking sheet. When all the doughnuts have been cut out, cover the baking sheet with plastic wrap, and allow the doughnuts to rise at room temperature for 1 hour.
About 20 minutes before the doughnuts are done rising, heat 2 to 3 inches of neutral oil (such as canola) in a large, heavy-bottomed pan or dutch oven, over medium-high heat. Position a candy thermoteter or deep fry thermoteter in the pan to keep track of the temperature--you're going for 365 F. When the oil reaches 365 F, turn down the heat to medium.
Place a wire rack over a large baking sheet, and set it somewhere in close proximity to the stove--this is where you'll transfer the doughnuts after they're fried. Then take a second wire rack and place it over a second baking sheet--this is where you'll place the doughnuts after they have been coated in sugar.
You'll fry the doughnuts in batches, 2 to 3 at a time. Transfer the doughnuts to the hot oil on their parchment squares --- you'll place the parchment right in the oil, where it will dislodge from the doughnut. Use heatproof tongs to fish out the parchment, then fry the doughnuts for about 1 minute to 1 minute and 15 seconds on each side (2 to 2.5 minutes total), until golden brown and with an internal temperature of between 195 and 200 F. To get the timing right, err on the shorter side for the first doughnut, check it with an instant read thermometer, and adjust as necessary with the remaining doughnuts.
As you fry the doughnuts, keep a watch on the temperature of the oil as well--it's okay if the temp rises a little, but you don't want it to go above 375. If the oil temp start to creep up too high (or fall too low), adjust the heat as necessary.
Remove the doughnuts from the hot oil using a spider or slotted spoon and transfer them to the wire rack.
While the doughnuts are still slightly warm, coat them in the sugar or yuzu sugar, and transfer them to the clean wire rack. Allow the doughnuts to cool completely.
Prepare the yuzu cream: In a chilled bowl, whip the heavy cream until stiff peaks form. Gently fold the whipped cream into the yuzu pastry cream or curd.
Transfer the yuzu cream to a pastry bag fitted with a bismarck tip, and fill the doughnuts. Serve as soon as possible! (The doughnuts should be fine for an hour or two, but will be best when freshest.)