First, prepare the dough. Add the warm milk and yeast to a small bowl and let it sit for 5 minutes to allow the yeast to bloom. Meanwhile, add the flour, sugar, eggs, vanilla bean paste, and salt to the bowl of a stand mixer with the dough hook attached. Once the yeast has bloomed for 5 minutes, add the milk and yeast mixture to the stand mixer bowl.
Allow the dough to mix on a low speed until everything is combined. Once all of the flour has been absorbed, increase the speed to medium and add the butter 1 tbsp at a time.
Let the dough mix for around 15 minutes, or until it has gained enough strength to pass the windowpane test. This means you can stretch the dough thin enough for light to pass through without the dough breaking.
Cover the dough and let it rise for 1.5-2 hours, until it has doubled in size.
While the dough rises, prepare the apple pie filling. Cut your apples into small pieces. Preheat a skillet over medium heat, and add the butter allowing it to melt.
Add the apples, sugar, 3 tbsp of the water, cinnamon, and vanilla bean paste. Allow the apple to cook for 4-6 minutes, stirring frequently.
Meanwhile, mix the cornstarch in the remaining 3 tbsp of water. Add the cornstarch slurry to the apple mixture. Allow it to cook for another 5 minutes, or until the apple filling has thickened and the apples are soft. Set aside to cool.
Once your dough has doubled in size, dump it onto a well floured surface. With a rolling pin, roll the dough until it is roughly 1/2-3/4” thick. Using a round cookie cutter, cut the dough into individual donuts and place them on floured parchment paper. You can re-roll the dough to ensure no dough goes to waste. Cover the donuts with plastic wrap and allow them to rest for 30 minutes.
Meanwhile, heat the refined coconut oil to 350°F in a large pot or high-walled skillet. Once the oil reaches the desired temperature, place 2-3 donuts into the hot oil at a time (do not over-crowd the pot). Allow the donuts to fry for around 2 minutes on each side, until the exterior is a medium golden brown. Once fried on both side, place the donuts on a slotted rack to cool.
While the donuts cool, prepare the glaze. Brown the butter, then add it to a medium sized bowl. Add the powdered sugar, vanilla bean paste, heavy cream, and water. Whisk until smooth and set aside.
Now it’s time to fill and glaze! Transfer the cooled apple filling to a piping bag. Using a butter knife, poke a hole into the donut to make an opening for the filling. Pipe the apples into the donut, then dip the top into the glaze. Enjoy!