In a large bowl, combine warm milk, a pinch of sugar, and yeast. Let sit 5–10 minutes until foamy.

Whisk in eggs, sugar, vanilla, and orange zest.

Add flours and salt. Scatter cubed butter over the dough and knead until smooth, elastic, and slightly tacky. Do not add extra flour.

Perform the windowpane test: stretch a small piece of dough; it should become thin enough to let light pass through without tearing.

Place in a lightly oiled bowl, cover, and let rise until tripled in size (2–3 hours).

Whisk egg yolks and sugar until pale. Add cornstarch and mix until smooth.

Heat milk and vanilla in a saucepan over medium heat until small bubbles form. Do not boil.

Slowly pour hot milk into egg mixture while whisking constantly to temper. Add salt and orange zest if using.

Return mixture to saucepan and cook over low heat, whisking constantly for 4–6 minutes until thick enough to coat the back of a spoon.

Strain into a bowl, cover with plastic wrap touching the surface, and refrigerate 1–2 hours until fully chilled.

Punch down dough and knead briefly to remove air bubbles.

Roll to ½-inch thickness. Cut into 3.5-inch circles. Re-roll scraps as needed.

Place on parchment-lined tray and let rise 1–2 hours until tripled in size.

Heat oil to 350°F (176°C) in a heavy pot.

Fry 2–3 donuts at a time until golden brown on both sides.

Remove and drain on paper towels.

While still warm, roll in sugar and place on a rack.

Once cooled, cut a small slit on the side.

Whisk pastry cream smooth, transfer to piping bag, and fill each donut generously.

Serve immediately for the best texture and flavor.