Pour the milk into a sizable bowl and it up in your microwave for a few seconds until it is lukewarm (roughly 100 F).
Once warm, add your instant dried yeast and ¼ cup of sugar to the milk.
Use a whisk to agitate the milk briefly until the sugar dissolves.
Leave the milk mixture for 5 minutes or until the mixture has turned bubbly and frothy.
Slowly add the salt, flour, and 1 egg to the mixture. Mix until fully combined.
Crack in your other egg along with the vanilla and the nutmeg and lemon zest and use a spatula to combine.
Lightly flour your countertop or switch out your stand mixer’s attachment for a dough hook and knead the dough for roughly 1 minute.
When the dough is getting easier to work, you can add a bit of butter.
Now it’s time for some real kneading- about 5 minutes with a mixer or 10 if by hand.
As you knead, continue to add the rest of your butter 1 tablespoon at a time.
If your dough is still too sticky to work with, add a little flour.
Continue to work your dough until it is perfectly smooth.
Lightly oil a large bowl and move your smooth dough to the bowl. Cover it with a clean tea towel or plastic wrap.
Leave your dough to rise until at least doubled in size. Depending on how warm your house is, this should take about 1 ½ hours.
Once the donut dough has risen, you can transfer it from the bowl onto a lightly floured counter top ready to roll and shape.
Take a rolling pin and roll out the dough into a ½-inch thickness.
Using a 3-inch circle cutter, cut out as many circles from your rolled dough as possible.
If you have leftover dough, re-roll it and re-cut.
Line a large tray with parchment paper.
Organize your donuts on it, leaving space between each donut so they can rise.
Cover your donuts once again and leave them to rise for another hour. While your donuts rise for the second time you can prepare your Bavarian cream.
Start by combining all the egg yolks, sugar, and corn starch in a large bowl until no lumps remain.
In a hot pan, heat up the milk. Keep the pan at a medium low heat until the milk begins to boil.
Start whisking your egg mixture and slowly pour in roughly 2/3 of your hot milk. NEVER STOP WHISKING!
As quickly as you can, transfer the egg mixture into the saucepan with the remainder of the hot milk and return the pan to the stove on medium low heat. Constantly stir until it starts to thicken- about 10 minutes. Once it has reached a thick, yogurt consistency, you can take it off the heat. Finally, add the vanilla, butter, and salt, whisking thoroughly until combined. Your mixture should be perfectly smooth and have a delicious shine to it.
Transfer the mixture to a bowl and cover with plastic wrap, patting the plastic wrap to the surface of the cream to stop a skin from forming.
Leave the mixture to cool on your kitchen counter until it reaches room temperature. Then move the mixture to your fridge until you are ready to use it.