Warm the milk slightly. It should feel warm, not hot. Add yeast and a little sugar. Let it sit for five minutes. The mixture should look foamy. This means the yeast is active and ready.

In a large bowl, add flour, sugar and salt. Mix well. Add egg and yeast mixture. Stir gently. Add soft butter. Knead for ten minutes. The dough should feel soft and smooth.

Place the dough in a greased bowl. Cover with a cloth. Let it rest in a warm place. Wait for one hour. The dough should double in size.

Punch down the dough gently. Roll it on a floured surface. Keep thickness about half inch. Cut into round shapes. Place on parchment paper. Cover and rest again for thirty minutes.

Heat oil in a deep pan. Keep heat medium. Test with small dough piece. It should rise slowly. Fry each donut until golden brown. Turn once. Remove and drain on paper towels.

Pour cold heavy cream into a bowl. Add sugar and condensed milk. Beat until soft peaks form. Add vanilla extract. Mix gently. Do not overbeat. The cream should be light and fluffy.

Let donuts cool fully. Make a small cut on one side. Fill a piping bag with cream. Pipe cream inside generously. Dust powdered sugar on top. Serve fresh and enjoy.