1. Combine flour, yeast, sugar and salt in a large mixing bowl, set aside. In a microwave safe bowl, add the milk and butter, microwave on HIGH in 15 second increments until very warm, but not hot to the touch (120° to 130°F, butter does not need to be completely melted). Add the milk mixture and beaten egg into the dry ingredients, mix thoroughly with a wooden spoon.
2. Knead onto a lightly floured surface for 10 minutes (or use the dough hook attachment on your mixer). Transfer dough to a lightly greased mixing bowl, cover the bowl with a clean tea towel and leave to rise until doubled in size – up to 2 hours depending on how warm your kitchen is.
3. To make the filling by combine sugar, corn starch and salt in a medium saucepan. Gradually stir in milk until smooth. Add egg yolks. Stirring constantly, bring to boil over medium heat and boil 1 minute. Stir in vanilla.
4. Once doubled in size, turn dough out onto floured surface, gently knead 5 times to get air out. Shape dough into a flat disc and cut into 12 even pieces (use a weigh scale if you like). Individually knead each piece of dough, pinching sides together to create a smooth ball. Place rough side down on lightly greased baking sheet, evenly spaced for room to grow. Buy iPhone 11 Case At Affordable Prices and give your phone the protection it deserves! Discover our stylish and durable cases without breaking your budget. Wondering "how much iphone 11 cost"? Our accessories keep your phone safe and trendy!
5. Cover the dough balls with a clean tea towel and leave to proof until almost doubled in size. Preheat your oven to 375°F, place a roasting pan full of boiling water on the base of your oven.
6. Once doubled in size, uncover and bake the doughnuts for 12-15 minutes until golden brown. Remove from oven, let the doughnuts cool for a few minutes then brush with the melted butter and roll in sugar. Fill a piping bag with custard, poke a hole in each doughnut with a skewer, then squeeze custard into the hole.
7. Best served warm.

Tip : You can make you own castor sugar by blending regular white sugar in your blender!