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1
Set a small saucepan over low heat and add 1/4 cup of the milk.
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2
Heat the milk long enough to remove the chill and raise the temperature just slightly so that it is just warm.
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3
Place the yeast in a small bowl with 1 tablespoon of the sugar and pour the heated milk over the yeast.
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4
Stir the milk into the yeast and allow it to bloom for 5 to 10 minutes.
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5
In a stand mixer fitted with a whip attachment, combine the remaining 3 tablespoons of sugar, butter, salt, mace, and powdered milk and mix until just well combined.
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6
Do not overmix.
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7
Add the egg and mix gently.
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8
Add the remaining 3/4 cup of milk and mix briefly.
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9
Add the flours and yeast mixture and mix to form a smooth dough, about 6 to 8 minutes at second speed.
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10
Transfer dough to a lightly oiled bowl and cover with plastic wrap or a damp kitchen towel.
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11
Set aside to rise in a warm, draft free place until doubled in size, 1 to 1 1/2 hours.
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12
Place the dough on a lightly floured work surface.
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13
Sprinkle the dough lightly with flour and, using a rolling pin, roll to a thickness of 1/2-inch.
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14
Let dough sit undisturbed for 5 minutes to allow the dough to relax.
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15
Using a biscuit cutter or the rim of a glass, cut doughnuts into rounds about 3 inches in diameter.
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16
Add enough solid vegetable shortening to a large saucepan or deep-fryer to come halfway up the sides of the pan when melted.
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17
Heat over medium heat to a temperature of 350 degrees F. Fry the doughnuts, a few at a time so as to not overcrowd, turning once midway through the cooking, 2 to 2 1/2 minutes per side.
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18
Drain on a paper towel-lined plate.
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19
While donuts are still warm, place them in a paper bag with some sugar and shake to coat.
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20
Transfer the cooked doughnuts to a cookie rack set over a sheet pan to cool.
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21
When cool, place the jelly in a pastry bag fitted with a plain tip and, using the tip, poke a small hole in the side of the doughnuts and fill the centers with 2 tablespoons of the jam.
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22
Serve.