For dough: In a small bowl combine 2 tablespoons sugar, the warm milk, and yeast. Let stand 10 minutes. Meanwhile, in a medium bowl combine flours and 1 teaspoon salt. Add milk mixture and butter. Stir until a soft dough forms. Transfer to a lightly floured surface. Knead 2 minutes or until dough feels elastic and comes together into a ball. Cover; let rise 1 to 1 1/2 hours or until double in size.Advertisement
Meanwhile, for filling: In a medium bowl beat egg yolks with a mixer on medium, slowly adding 1/4 cup sugar. Beat 1 to 2 minutes more until color lightens. Sift cornstarch into egg mixture. Beat on low just until combined.
In a small saucepan heat milk until steam forms. (Do not boil.) Remove from heat. Gradually whisk half the hot milk into egg mixture. Return egg and milk mixture to saucepan. Turn heat to medium-low. Whisk 1 minute more or until thickened and bubbly. Remove from heat. Stir in zest. Transfer to a medium bowl. Lay plastic wrap on filling to cover. Chill 1 hour.
On the floured surface, divide dough into eight equal pieces. Shape each into a ball. Cover. Let rest 15 minutes.
Line a baking sheet with parchment paper. Using a rolling pin, roll each ball into a 5-inch circle. For each doughnut: Add 1 tablespoon filling to center of dough. Moisten edges with water; bring edges up and over filling, pinching and folding to seal. Place seam side down on prepared baking sheet. Repeat with remaining dough and filling. Cover; let rise 45 to 60 minutes or until nearly double in size.
Meanwhile, in a large saucepan heat 2 inches oil to 365°F. Place remaining 1/2 cup sugar in a shallow dish. Cook doughnuts, two at a time, in hot oil 2 minutes or until golden, turning once. Using a slotted spoon, remove to a paper towel-lined baking sheet. While warm, roll in sugar to coat. Repeat with remaining doughnuts and sugar. Makes 8 doughnuts.
Bottled Yuzu Juice:
If you can't find fresh yuzu, substitute Meyer lemon. Or reduce milk in filling to 1/2 cup and use 2 tablespoons bottled yuzu juice, which is available at Asian markets.