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1
Place 2 1/2 cups of flour, the cinnamon, and salt in a large bowl and whisk to aerate and combine; set aside.
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2
Coat a second large bowl with vegetable oil; set aside.
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3
Place the yeast and 1 teaspoon of the sugar in a medium bowl.
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4
Add the water, stir to combine, and let sit until the mixture is foaming, about 5 minutes.
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5
Add the remaining 1/4 cup sugar, egg yolks, milk, and vanilla and whisk to combine.
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6
Add this mixture to the reserved flour mixture and stir with a wooden spoon until the dough comes together and begins to form a ball.
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7
Transfer the dough to a lightly floured work surface.
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8
Scatter the butter pieces over the dough and knead until the butter is fully incorporated and the dough is smooth, shiny, and elastic, about 6 to 8 minutes.
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9
Add up to 1/4 cup of additional flour as needed if the dough is sticky.
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10
Form the dough into a ball, place it in the oiled bowl, and turn to coat it in the oil.
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11
Cover the bowl with plastic wrap or a damp towel and let the dough rise in a warm place until doubled in size, about 1 1/2 to 2 hours.
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12
Line a baking sheet with parchment paper; set aside.
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13
Punch down the dough, transfer it to a lightly floured work surface, and roll it out until its about 1/4 inch thick.
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14
Using a 2-1/2-inch round cutter, stamp out as many dough rounds as possible and place them on the prepared baking sheet about 1/4 inch apart.
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15
Gather the dough scraps into a ball and roll out and cut again.
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16
Discard any remaining dough scraps.
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17
Cover the dough rounds loosely with plastic wrap or a damp towel.
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18
Let rise in a warm place until puffy and about 1/2 inch thick, about 30 minutes.
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19
Meanwhile, make the filling and the glaze.
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20
Mix all of the ingredients together in a medium bowl with a rubber spatula until completely smooth and combined.
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21
Transfer to a piping bag fitted with a 1/4-inch round tip; set aside at room temperature.
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22
Whisk all of the ingredients together in a medium bowl until smooth; set aside at room temperature.
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23
Place the oil in a Dutch oven or a large, heavy-bottomed pot and set it over medium heat until the temperature reaches 365 degrees F on a candy/fat thermometer.
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24
Meanwhile, fit a wire rack over a second baking sheet; set aside.
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25
When the oil is ready, add 4 of the dough rounds and fry until golden brown, flipping halfway through, about 2 minutes total.
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26
(If air bubbles appear in the donuts, pierce them with the tip of a paring knife.)
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27
Remove the donuts with a slotted spoon to the rack.
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28
Add 4 more dough rounds to the oil.
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29
While these dough rounds are frying, use tongs to pick up a donut from the first batch, dip the bottom into the chocolate glaze, and return the donut to the wire rack glaze-side up.
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30
Repeat frying and glazing the remaining dough rounds.
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31
When the donuts are cool enough to handle, use a paring knife to puncture the side of each to form a pocket in the center.
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32
Place the tip of the piping bag into the pocket and pipe about 1 heaping teaspoon of marshmallow filling inside.
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33
Serve warm or at room temperature.
