In a large mixing bowl, whisk together all-purpose flour, granulated sugar, instant yeast, and a pinch of salt. Gradually add in warm milk, melted butter, egg yolks, and vanilla extract. Mix until well combined, then let the mixture rest for 10 minutes until bubbles form, indicating the yeast is activated.

After the dough has rested, sprinkle in an additional flour, mixing well until the dough is no longer sticky. Transfer the dough to a floured surface and knead for about 5 minutes until it becomes smooth and elastic. Place it in a lightly oiled bowl, cover with plastic wrap, and let it rise in a warm place for 1 hour or until doubled in size.

Once the dough has risen, gently punch it down to release the air. Roll the dough out to a thickness of ½ inch on a floured surface. Using a round cutter, cut out circles without making holes. Place the shaped donuts on a parchment-lined baking sheet and cover them with a clean towel. Allow them to rise for another 40 minutes until puffy.

Preheat your oven to 375°F (190°C). Bake the donuts for 10 minutes, or until they turn slightly golden. Brush each donut with the remaining melted butter and coat them in granulated sugar.

After cooling slightly, take a sharp knife and make a deep slit on the side of each donut. Use a piping bag to inject your favorite jelly filling into the donuts.