Let the yeast activate for 10 minutes together with the sugar and a little of the milk.
Melt the butter in the remaining milk and add the vanilla essence.
In a bowl, add the sifted flour and a pinch of salt.
Add the yeast mixture, the butter mixture, and the egg yolks. Mix all the ingredients together.
Knead the dough for 5 minutes using the 10ml of oil. Cover with a towel and let it rise for 30 minutes.
Roll out a sheet of dough 2 cm thick. Cut out the donuts using a round cutter or a glass.
Cover the cut donuts with a towel and let them rise for another 15 minutes.
Preheat the air fryer to 200 degrees Celsius (390 degrees Fahrenheit).
Place the donuts a few centimeters apart on the rack, spray them with a little oil, and cook for 4-5 minutes or until golden brown. You can spray them with oil again after 2 minutes for a better color.
Cook it hands-free.
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