Milky Cheese Doughnuts Recipe

In a large bowl, whisk together flour and yeast. Make a well in the center. Set aside. 

In a 500 ml measuring jug or medium saucepan, combine powdered milk and just enough water to make 1 cup. Add the butter, salt, and sugar. Microwave for 30 seconds on High (or heat on the stovetop if using a saucepan) until the butter has melted and the sugar and salt have dissolved, stirring. Let cool until around 120 to 130 degrees F or 48 to 54 degrees C. (Any hotter, and it's too hot for the yeast.)

Whisk in the egg into the milk mixture and then pour it into the well of the flour and yeast mixture. Using a silicone spatula, mix the dough until just combined with dry spots. Turn out the dough onto your clean kitchen counter and begin kneading the dough. 

Knead the dough just until it's no longer sticky and is moderately smooth, around 5 to 8 minutes. Add reserved flour as needed. Form into a ball, tucking the ends under. Lightly oil a large bowl and place the kneaded dough into the bowl. Cover with plastic wrap or a towel and set aside in a warm spot in the kitchen for about 1 hour. (Alternatively, you may heat your oven at its lowest setting for 5 minutes and place the dough in the warmed oven.)  

Once proofed, turn out the dough onto your clean kitchen counter again and roll into a log. Divide the dough into 14 50-gram balls. Roll each dough ball inside your palm against the kitchen counter. (Keep the dough you're not working with under a kitchen towel to prevent dough from drying out and forming a skin.)  

Using a rolling pin or just your hands, flatten a dough ball into a long enough oval to fit a stick of cheese. Place a cheese stick in the center, fold over one side over the cheese and pinch the dough closed, sealing the cheese inside. Roll the dough over the other half of the dough and seal the dough completely into a log. Set aside and cover with a kitchen towel. Repeat with remaining dough and cheese. Let proof 20 minutes. 

Meanwhile, heat enough oil for deep frying in a large pot or wok over low heat. Make the coating for the doughnuts by mixing the powdered milk and the icing sugar together in a shallow plate or container. Set aside.   

Once oil is hot, place doughnuts in the hot oil, avoiding crowding the pot. Once browned on one side, flip. (You may have to flip and hold the doughnuts down since the weight of the cheese can force the doughnuts to flip back on its own.) 

Once browned on both sides, remove from the hot oil and place immediately in the powdered milk mixture. Roll until completely coated. Repeat with remaining doughnuts. Serve while warm.