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1
In a Dutch oven or heavy pot add oil so it is at least 2 inches deep. Heat oil to 350 F.
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2
Open the cans of crescent roll dough. Separate crescent dough into 8 rectangles. Press the perforations together on each rectangle to seal. Stack 2 rectangles on top of one another. Press them together gently, then fold in half width-wise. Repeat with remaining rectangles to you have 4.
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3
Use a 3-inch-round biscuit cutter to cut 1 round from each stack, and then use a 1-inch-round biscuit cutter to cut a small hole in the center of each round. Reserve the remaining dough and re-roll to cut another doughnut.
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4
Fry the dough in hot oil for 1 to 1 1 /2 minutes on each side or until deep golden brown and cooked through. Drain on paper towels and cool for 5 minutes.
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5
Vanilla glaze: In a medium bowl, mix the powdered sugar and vanilla, and then add milk, 1 tablespoon at a time, until a smooth, glaze-like consistency forms.
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6
Cinnamon sugar: In a small bowl, combine the sugar and cinnamon, mix together.
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7
Assembly: Carefully split a a doughnut in half horizontally. Place pudding in a piping bag with a tip. Pipe vanilla pudding in the center. Sandwich the halves back together, drizzle vanilla glaze over the top, and sprinkle on the cinnamon sugar.
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8
Recipe slightly adapted from YumSugar.