For the Donut Dough: Warm the milk either over the stove or in the microwave, then pour it into the bowl of a stand mixer that has been fitted with a dough hook.  Add the sugar and stir until dissolved, then add the yeast and allow it to sit for 5-10 minutes or until it becomes bubbly.

Add the eggs and melted butter and mix them in. While the mixer is running on medium-low, stir in the flour and salt until completely combined, about five minutes.  Turn off the mixer and allow it to rest for 10 minutes.

After it has rested, move the dough to a clean, oiled bowl and turn it to coat all of the dough in oil.  Cover the bowl with plastic wrap and put in the refrigerator for at least two hours, or up to 1 day.

For the Pastry Cream: Set a large sieve over a medium mixing bowl. In a small mixing bowl, whisk the flour into the egg yolks a bit at a time until it’s smooth and there are no lumps in it. It will be a thick, pasty consistency. Set it aside.

In a medium saucepan, combine the milk, sugar, and salt. Heat it over medium low while stirring until the sugar has dissolved and the milk is steaming. Slowly drip it into the egg paste while stirring vigorously. Work about half of the milk into the eggs, then return all of it back to the saucepan.

Cook the milk mixture over medium low heat, stirring constantly, until it thickens and begins to bubble. Let it cook for another 2 minutes, still stirring, then pour it through the sieve, carefully stirring to help it pass through.

Stir in the vanilla and butter until it has melted. Place a sheet of plastic wrap directly on top of the pastry cream, then refrigerate it for at least 6 hours, or until the cream has completely cooled and thickened. 

For the Blueberry Filling: Place a small plate in the freezer. Stir the 1 cup blueberries, 2 Tbsp. lemon juice, and 6 Tbsp. of white sugar together in a heavy bottomed pan. Cook over medium low heat until the blueberries have burst and the juices have thickened. It should take about 15-20 minutes, but you’ll know it’s ready when you put a couple of drops on the chilled plate and it thickens to a jam like consistency after a few seconds.

When it’s ready, place the blueberry filling in a bowl, cover it, and refrigerate until it’s thoroughly chilled.

To Make the Donuts: Prepare a large bowl of coarse grain sugar and have it near your frying station. Remove the dough from the refrigerator and turn it out onto a floured surface.  With a rolling pin, roll it out until it is about 1/3-1/2″ thick, then using a large circle cutter (something about 3-4 inches, I like to use a wide-mouth jar lid), cut as many donuts as you can. Lay them out on parchment lined baking sheets, leaving about an inch between them.  Repeat the rolling & cutting with the dough edges until you have used it all.

Gently lay plastic wrap over the top of the doughnuts, and let them rise for 1-2 hours, or until they are puffed up and soft when you touch them.  If your house is cold, turn on your oven for about 2 minutes then turn it off, just to make it slightly warm.  Place the trays of donuts in the oven.

In a medium, heavy-bottomed pan, heat at least 2″ of oil to 350°.  Carefully drop 2 or 3 of the donuts in and fry for about 2 minutes on each side, or until each side is golden brown.  Remove from the oil and immediately place in the bowl of coarse grain sugar, turning it to coat both side. Place the donuts on a cooling rack and repeat with the rest of the donuts and donut holes, keeping the oil around 350°.

Once the donuts are thoroughly cooled, carefully slice them in half almost completely through with a serrated knife. Spoon in a few tablespoons of the pastry cream and blueberry filling, then store the donuts in the refrigerator until you are ready to serve.