Baked Donuts Filled with Jelly
2 1/2 cups all-purpose flour divided, plus more for dusting*
1/4 cup granulated sugar
1/4 tsp salt
2 1/4 tsp instant yeast quick acting, (1 packet = 7 grams)
2/3 cup warm milk 110˚F – microwave 35 sec.
4 Tbsp unsalted butter melted, divided
2 egg yolks
1/2 tsp vanilla extract
1/3 cup jelly or jam (no large fruit pieces)
1/3 cup granulated sugar to roll donuts
In a large mixing bowl, whisk together 1 cup flour, 1/4 cup sugar, 2 1/4 tsp (1 packet) instant yeast and 1/4 tsp salt.
Add warm milk, 3 Tbsp melted butter, 2 egg yolks and 1/2 tsp vanilla extract, and whisk vigorously to combine well.
Cover with plastic wrap and rest at room temperature 10 minutes, until some bubbles form on the surface.
Add remaining 1 1/2 cups flour, adding just enough until dough holds together and no longer sticks to the sides of the bowl. Knead in the bowl 5 minutes. If dough is really sticking to your hands, dust lightly with flour then continue kneading with clean dry hands. Cover bowl with plastic wrap and let rise in a 100˚F oven for 45 min or at room temperature for 1 1/2 hours, or until doubled in size.
Line a baking sheet with parchment paper and preheat oven to 375˚F with rack in the center of the oven.
Turn dough out onto a floured surface and roll the dough out to just under 1/2” thick. Cut circles using a 2 1/2 inch round cookie cutter. Re-roll scraps if needed to make 12 donuts total. Place donuts on prepared baking sheet, cover with a tea towel and let rise in a 100˚F oven for 20 min or at room temperature 45 min, or until puffed. Bake uncovered in the center of a preheated oven at 375˚F for 10-12 minutes or until lightly golden on top.
Right out of the oven, brush a hot bun all over with remaining 1 Tbsp melted butter and roll in a bowl of sugar to coat lightly with sugar.
Cut a deep slit in the side of each donut and pipe jam with a pastry bag into each one.