Make Tangzhong Paste:

In a small saucepan, whisk together the water and bread flour. Cook over medium heat, whisking constantly, until the mixture thickens to a paste, about 4–5 minutes. Scrape into a small bowl and set aside until ready to use.

Mix Dough Ingredients:

In the bowl of a stand mixer fitted with the dough hook, combine the bread flour, sugar, yeast, and salt. Add the milk, egg, and tangzhong. Knead on low speed for 2 minutes until a dough forms.

Knead with Butter:

With the mixer running on low, add the softened butter a tablespoon at a time, letting it fully incorporate before adding more. Once all the butter is added, increase the speed to 2 on the KitchenAid and knead for 12 minutes, or until the dough is smooth, elastic, and passes the windowpane test.

Shape and Rest Dough:

Shape the dough into a ball and place it in a lightly greased bowl. Cover and rest for 20–30 minutes to relax the dough.

Cut Parchment Squares:

While the dough is resting, cut out 9 squares of parchment paper.

Cut Donut Rounds:

Turn the dough onto a floured surface, lightly flour the top, and roll to 3/4-inch thickness. Use a large ~3-inch round cutter to cut donuts. Gently re-roll the scraps once, then rest the dough for 5–10 minutes before cutting again.

Proof Donuts:

Place each donut on a square of parchment paper and arrange them on a baking tray. Cover the top loosely with plastic wrap and let rise until puffy and doubled, about 45–65 minutes.

Heat Oil:

When the donuts are about halfway through their final proof, start heating 3–4 inches of oil in a heavy pot over medium-low heat to 350°F (175°C). Line a baking sheet with a wire rack. Keep an eye on the temperature with a candy thermometer. If the oil reaches 350°F (175°C) before the donuts are ready, lower the heat slightly to hold it steady until they finish proofing.

Fry Donuts:

You’ll know the donuts are ready when you gently touch the side with your finger and the dough feels slightly airy. Use a metal slotted spoon to lower 1-2 donuts into the oil with the parchment paper on. After 5-10 seconds, use tongs to remove the paper from the oil. Each donut will fry for 2 1/2 minutes total, flipping once halfway through. Use a timer so you don’t overcook them! Once fried, transfer them to the prepared wire rack.

Coat in Sugar:

Once completely cool, toss the donuts in sugar until fully coated.

Fill with Jelly:

Then, fill a piping bag fitted with a small round tip with the jelly. Insert the tip into the side of the donut and gently pipe until you feel the donut puff slightly and the jelly starts to push back.