First Step: PREPARE THE CREAM FILLING

1. Make the Custard Base: In a medium saucepan, heat the milk over medium heat until it’s steaming but not boiling. In a separate bowl, whisk together the egg yolks, sugar, cornstarch, and vanilla extract until smooth.
2. Temper the Eggs: Gradually add a small amount of hot milk to the egg mixture while whisking constantly. This step helps temper the eggs and prevents them from curdling. Slowly add the egg mixture back into the saucepan with the rest of the hot milk.
3. Cook the Custard: Return the saucepan to the stove and cook over medium heat, whisking constantly, until the mixture thickens and reaches a custard-like consistency. This should take about 5-8 minutes. Once thickened, remove from the heat.
4. Finish the Custard: Stir in the butter, heavy cream, and rum (if using) until the butter has melted and the mixture is smooth. Transfer the custard to a bowl, cover it with plastic wrap, and refrigerate for at least 1 hour, or until fully chilled.

Second Step: MAKE THE DONUT DOUGH

1. Prepare the Dry Ingredients: In a large bowl, combine the flour, sugar, baking powder, and salt. Stir until evenly mixed.
2. Combine Wet Ingredients: In a separate bowl, whisk together the eggs, milk, vanilla extract, and melted butter. Add the wet ingredients to the dry ingredients and stir until a dough forms.
3. Knead the Dough: Turn the dough out onto a lightly floured surface and knead for about 2-3 minutes, just until it’s smooth and cohesive. The dough should be slightly sticky but not too wet. If it’s too sticky, add a little more flour.
4. Rest the Dough: Cover the dough with a clean towel and let it rest for 10-15 minutes. This will allow the gluten to relax and make the dough easier to work with.

Third Step: FRY THE DONUTS

1. Heat the Oil: In a large, heavy-bottomed pot or deep fryer, heat about 2-3 inches of vegetable oil to 350°F (175°C). Use a thermometer to ensure the oil stays at the right temperature for frying.
2. Shape the Donuts: Take small portions of dough and roll them into balls or slightly flattened discs, about 2 inches in diameter. You can use your hands or a spoon to shape them. If you prefer, you can also use a piping bag to create more uniform shapes.
3. Fry the Donuts: Carefully lower the shaped dough into the hot oil, a few pieces at a time. Fry for about 3-4 minutes on each side, or until they are golden brown and puffed up. Use a slotted spoon to remove the donuts from the oil and place them on a paper towel-lined plate to drain excess oil.
4. Cool the Donuts: Let the donuts cool completely before filling them with the cream. This usually takes about 30 minutes, but you can speed up the process by placing them in the fridge for a few minutes.

Fourth Step: FILL THE DONUTS

1. Fill a Piping Bag: Once the donuts have cooled, use a piping bag fitted with a large round tip to fill them with the chilled custard filling. Insert the tip into the center of each donut and squeeze gently to fill the donut with cream. Be sure not to overfill, as the cream can leak out.
2. Serve the Donuts: Once the donuts are filled, place them on a serving plate. Dust with powdered sugar and, if desired, top with chopped pistachios or candied cherries for an extra touch of flavor and color.

Final Step: GARNISH AND ENJOY

1. Garnish the Donuts: Lightly dust the cream-filled donuts with powdered sugar for a classic presentation. You can also top them with a few chopped pistachios or a candied cherry for a more festive look.
2. Serve: Serve the donuts immediately while they’re still fresh. Enjoy the light, crispy dough filled with rich and creamy custard that’s sure to be a hit with anyone who tastes it.