Once the dough has risen, roll it out to about 1/2-inch thickness on a floured surface.
Use a donut cutter or two round cutters (one large and one small) to cut out donut shapes.
Heat the vegetable oil in a deep fryer or large pot to 350°F.
Fry the donuts in batches until golden brown on both sides, about 1-2 minutes per side.
Drain on paper towels and let cool.
Making the Creme Brulee Filling
Prepare the Custard:
In a medium saucepan, heat the heavy cream and vanilla bean (both seeds and pod) over medium heat until it just begins to simmer. Remove from heat and let it infuse for about 15 minutes.
In a separate bowl, whisk together the egg yolks and sugar until pale and thick.
Gradually pour the warm cream into the egg mixture, whisking constantly to prevent curdling.
Return the mixture to the saucepan and cook over low heat, stirring constantly, until it thickens enough to coat the back of a spoon (about 170°F).
Strain the custard through a fine-mesh sieve into a bowl. Cover with plastic wrap directly on the surface to prevent a skin from forming and let it cool completely.
Fill the Donuts:
Once the donuts and custard are cool, use a small knife to make a hole in the side of each donut.
Transfer the custard to a piping bag fitted with a small round tip and fill each donut with the creme brulee custard.
Caramelizing the Tops
Create the Caramelized Tops:
Sprinkle a thin, even layer of granulated sugar over the tops of the filled donuts.
Use a kitchen torch to carefully caramelize the sugar until it forms a crispy, golden crust. Be sure to move the torch constantly to avoid burning the sugar.
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