In a small bowl combine the warm water with a pinch of sugar, stir to combine. Pour in the yeast and allow to sit and activate for at least 5 minutes. The yeast should bubble a little. That's how you know it's working. (It's alive!)

In the bowl of your stand mixer add the sugar, eggs, salt, vanilla extract and nutmeg. Stir to combine. In a small pot over low heat melt the butter with the milk. Remove from heat and allow to cool. Pour a few tablespoons of the warm milk mixture into the egg mixture and stir. This will temper the eggs. Now pour the rest of the milk mixture into the bowl. Add in the yeast water and 2 cups flour. With the dough hook attachment start your mixer. Once most of the dough has been incorporated stop the mixer and scrape down the sides of the bowl. Add the remaining 2 cups flour and mix to combine. The dough should form a ball but will be quite sticky. If the dough doesn't seem to be sticking together add in another 1/4 cup flour. Place in a slightly oiled bowl, cover and allow to rise in a warm spot for 1 hour.

Roll the dough out on a slightly floured surface. Use a 2 1/2-inch biscuit cutter to cut out donuts. Each should be 1/2-inch thick. I think you could easily go up to a 3-inch biscuit cutter for slightly larger donuts without much trouble. Place the cut donuts on a baking sheet covered with wax paper and a little flour, cover, and allow to rise for another 30 minutes.

In a medium size pot heat the cream until almost boiling. In another bowl whisk together the eggs, sugar, cornstarch and salt. Pour a few tablespoons of the hot cream into the eggs, whisking to incorporate. This will temper the egg mixture (warming it up so the eggs don't cook too quickly). Pour the egg mixture into the warm cream pot, whisking as you pour. Cook over medium/low heat, whisking the whole time, for 2-3 minutes. The mixture will thicken into a thin custard. Remove from heat and stir in the butter and vanilla extract. Allow this to cool to room temperature. If you find that you have a few lumps in your custard, curse yourself for not being perfect. Just kidding. I had a few lumps too. Just strain through a fine mesh sieve and no one will be the wiser. Cover with plastic wrap and refrigerate for 2-3 hours. To avoid having a custard skin form over the top be sure to press the plastic wrap right onto the warm custard before refrigerating.

Back to the donuts. After the second rise you can fill a large, heavy duty pot with 2-3 inches of oil. Heat to around 350°F. I like to use a candy thermometer to monitor my oil but it's not totally necessary. You can simply test oil with a scrap piece of dough before cooking.

Once the oil is ready place a few donuts in the oil. After about 30 seconds flip each donut. Most of mine flipped on their own as they start to puff up in the oil. Others needed a little extra help. After flipping let them cook another 30-40 seconds. Then remove to a plate lined with paper towels to soak up any excess oil.

Once these are cool enough to handle, fill them with the custard. At first I tried this with a pastry bag fitted with a small round tip. This proved to be very difficult to maneuver as the custard is less firm than frosting. I then switched to using a squirt bottle (like you use for royal frosting) and that was MUCH easier. Lesson: Use a squirt bottle.

If you want to stop right here and just eat a few of these I won't tell. I'm not even telling on myself. Pretty good secret keeper, no?

Dip the tops of the donuts in super fine sugar. You can use regular, granulated sugar but super fine works best in brûlée recipes as it will caramelize faster. I own a kitchen torch. But, I realize lots of people don't and don't really want to make the investment. The recipe I was following suggested just sticking these under the broiler for a few seconds to brulee the tops, so I gave that a try.