step 1 To make the leaven, mix the yeast with the sugar and flour, and stir in the warm milk. Set aside in a warm place for 30 minutes. step 2 For the dough, put egg yolks into a heatproof bowl and add the sugar and vanilla sugar. Set the bowl over a pan of simmering water and whisk until smooth and thick. step 3 Sift the flour into the bowl of a stand mixer, add the beaten yolks and the warm cream, mix thoroughly, then add a pinch of salt and the leaven. Bring together to make a dough and knead for 10 minutes (or 15-20 if doing this by hand). step 4 When the dough stops sticking to your hands, pour in the cooled melted butter and knead for a few more minutes. Cover with a cloth and leave in a warm place to rise for at least 1 hr-1 hr 30 mins. step 5 Mix the jam with the ground almonds and spoon into a piping bag or jam syringe. Divide the dough into 16 pieces and shape them into doughnuts. Cover and leave to rise for 30 mins. step 6 Fill a deep pan or a deep fat fryer one third full of oil or melted lard and heat it until it is 180C – if you don’t have a thermometer, drop in a small chunk of bread. The oil is ready when it browns in about 30 secs. Add the doughnuts and fry, turning them once for about 1-2 mins on each side (a thin lighter ring should form in the middle). After removing, drain the doughnuts of excess fat on some kitchen paper.