Steps
1. In a bowl, mix together flour, sugar, baking powder, baking soda, and salt.
2. In another bowl, whisk together milk, egg yolk, melted butter, and vanilla extract.
3. Combine wet and dry ingredients until just mixed; dough will be sticky.
4. On a floured surface, knead the dough gently for about 1 minute, then shape into a ball.
5. Roll out to about 1/2 inch thick and cut out circles using a cookie cutter.
6. Heat oil in a deep pan over medium heat. Fry each donut until golden brown, about 2-3 minutes per side.
7. Remove and drain on paper towels.
8. Whip heavy cream with powdered sugar until soft peaks form.
9. Use a piping bag to fill each donut with the whipped cream.
10. Dust with powdered sugar before serving.