Orange custard-filled doughnuts

Sift flour into a large bowl. Stir in sugar, yeast and salt. Whisk together milk, butter, zest and egg. Add to flour mixture and stir until smooth and combined to a sticky dough.

Turn out onto a floured surface and knead for 5 minutes until dough becomes elastic. Place dough in a greased bowl. Cover with plastic wrap and sit in a warm place for 1-2 hours or until tripled in size.

Punch down dough and knead lightly on a floured surface until smooth. Roll dough out until 2cm thick. Use a 6.5cm round cutter to cut out doughnuts. Re-roll dough scraps to make more. Place on a lightly floured tray, 3cm apart. Cover with a clean tea towel and set aside in a warm place to rise for about 40 minutes or until doubled in size.

To make custard, heat milk in a small saucepan over a medium heat until hot. Whisk together egg yolks, zest, sugar, cornflour and custard powder with a little of the juice until smooth. Gradually whisk in remaining juice. Gradually whisk in hot milk until combined.

Pour custard into a saucepan and whisk over a medium heat for about 5 minutes or until thickened. Transfer to a clean bowl. Cover surface of custard with plastic wrap so it doesn’t form a skin. Cool slightly before refrigerating for about 5 hours or overnight or until thick. This can be made the day before.

Heat oil in a large saucepan over a medium heat until 160°C on a deep-frying thermometer. Cook doughnuts, three at a time, in hot oil for about 1½-2 minutes each side or until golden and puffed. Roll doughnuts in combined sugar and cinnamon until coated.

Fill a piping bag fitted with a ½cm piping nozzle. Make an incision in the side of cool doughnuts, through to the centre. Pipe a small amount of custard into each. Serve.