In a pan warm the whole milk and vanilla extract on a low-medium heat until it steams

Whisk up the egg yolks and pumpkin puree

Sieve the flour mixture into the pumpkin mixture and whisk to make sure there are no lumps. Pour in half the warmed milk, whisking as you pour

Then pour the mixture back into the pan with the rest of the milk and heat it for about 4 minutes, continuously whisking, until it thickens

Once thick, put it in a bowl and cover with cling film. Make sure the cling film is pressed right against the custard, so a 'skin' doesn't form. Put it in the fridge to cool down completely

To make the dough warm the semi skimmed milk and butter in a pan. Leave it to cool until tepid, and add the dried yeast and the 1 tbsp caster sugar. Leave it for 10 minutes, covered with a lid. Then mix in the eggs

Make a well in the flour and pour the wet mixture in

Form a rough dough and knead it for 10 minutes. It will be sticky so flour your hands and work surface

Place the dough into an oiled bowl, cover it and put it in a warm place for 2 hours, it will double in size

Split the dough up into 16 equal pieces and roll them into balls, put them onto lined and floured baking trays

Cover them with loose cling film and tea towels and leave them in warm place for 1 hour 30 minutes

Pour the vegetable oil into a large pan with a food thermometer attached. Heat it slowly until it reaches 350F/180C

Gently place two of the donuts at time in the oil and fry for about 1 minute per side until dark golden brown

Fish them out with a slotted spoon and put them on kitchen towel to cool down

Use a piping bag fitted with a nozzle to fill the donuts with the custard once they are completely cool. Punched a hole in the side with the nozzle and fill until the custard resists or starts to come out