In a glass measuring cup, heat the milk to 110 degrees F (40 degrees C) and stir in the sugar and yeast. If using active dry yeast, allow it to sit for 15 minutes for the yeast to activate. If using instant yeast, simply move on to the next step.

Mix the eggs and vanilla into the milk yeast mixture.

In the bowl of a stand mixer fitted with a dough hook, mix the flour and salt together. Pour the wet ingredients into the flour and mix on low-medium speed for about 3 minutes, or until it forms a ball around the hook.

Add in a few pieces of butter at a time, allowing them to fully incorporate before adding more. Once all of the butter is incorporated, turn the mixer up to medium-high speed and mix for 8-12 minutes. The dough will eventually pull away from the sides of the bowl and have a silky smooth texture with minimal stickiness. To check if the dough is ready, use the windowpane test - tear off a small piece and carefully spread it out to see if you can see the light through it without it tearing. If it tears, mix for another minute or two and check again.

Once the dough is ready, transfer it to a lightly greased bowl, cover, and allow to proof overnight (or at least 6 hours) in the fridge. Alternatively, you can let the dough rise in a warm place for about 1 hour or until doubled in size.

In a medium bowl, combine the butter, brown sugar, and cinnamon, and mix until smooth. Set aside.

In a medium bowl, whisk together the melted butter, cream cheese, powdered sugar, and heavy cream until smooth. Set aside.

Fill a dutch oven or heavy bottomed pot with enough neutral oil to cover 2” (5 cm). Place the oil over low heat just to get it started while the donuts are shaped and rising.

Place a wire rack over a paper towel lined baking sheet. On a separate baking sheet, cut out 15 parchment squares for the donuts.

On a lightly floured surface, roll the dough out to a rough rectangle measuring 12"x18".

Spread the cinnamon sugar filling all over the dough. From the long side, roll the dough up into a log. Use a knife to score lines every 1” to get 15 rolls. Use unflavored dental floss to cut each roll by placing the floss under the dough, wrapping around, and pulling to cut through.

Place the rolls on the parchment squares and cover with plastic wrap to rise at room temperature for about 30 minutes or until nearly room temperature, but still slightly cool to the touch. When pressed with a finger, the dough will slowly spring back.

Meanwhile, turn the heat up to medium to bring the oil 350 degrees F. Place a wire rack over a paper towel lined baking sheet.

Once the dough has proofed and the oil has come to temperature, use the parchment squares to gently lower 3-4 donuts into the hot oil. Fry the donuts for about 2 minutes on the first side, then flip over and fry for an additional 2 minutes until deeply golden.

Transfer the donuts to the wire rack. Wait a minute or so for the oil to come back up to 350 degrees F, then continue frying the donuts.

Once the donuts have cooled just enough to handle, dip them in the cream cheese glaze and enjoy!