On Day 1: Make your dough. In a small bowl, combine warm milk (105ºF/41ºC), 1 teaspoon sugar and active dry yeast. Allow to "bloom" for about 8 to 10 minutes. The yeast mixture should be frothy. See note below for instant yeast.1 Cup (227g) Whole Milk2 ¼ Teaspoons (7g) Active Dry Yeast1 teaspoon Granulated White Sugar In the bowl of your stand mixer, add yeast mixture, ¼ cup sugar, melted butter, eggs, yolk, vanilla, rum, bread flour, all-purpose flour, dry milk powder and salt to the bowl. With a wooden spoon, mix the ingredients together until a rough ball of dough forms (will be shaggy).¼ Cup Granulated White Sugar4 Tablespoons (56g) Unsalted Butter2 Large Eggs + 1 Yolk1 Teaspoon Vanilla Extract1 Tablespoon Rum2 Cups (240g) Bread Flour2 Cups (240g) All-Purpose Flour2 Tablespoons Dry Milk Powder1 Teaspoon Salt½ Teaspoon Nutmeg Fit your stand mixer with a hook attachment and knead the dough on medium speed for 20 minutes. The dough should be elastic and is ready when it passes the window pane test (see note below). If your dough is a bit wet, you can add up to 2 tablespoons of flour.
Coat your hands with oil and lift the dough out of the bowl and form it into a ball. Then generously oil your bowl (I use the same one) and place the dough back in. Cover with plastic wrap and place in the refrigerator overnight.
On Day 2: Shaping your donuts. Remove the dough from the fridge and gently punch the dough down to release gas bubbles.
Transfer the dough onto a lightly floured work surface and roll it out to about ½ inch (1.27 cm) thickness. With a 3 inch (7.6 cm) gingerbread cookie cutter, cut out as many donuts as you can. You can combine the scraps and cut out more donuts. Keep in mind that they will not be as pretty.
Place donuts on 4x4 inch (10x10 cm) parchment paper squares and then transfer to baking trays. Make sure to place them 2 inches apart to give them enough space to proof.
Loosely cover the trays with plastic wrap and allow to proof for 45 minutes to 1 hour or until they have doubled in size. The best way to know if your donuts are fully proofed is to lightly press them with your finger. If the indentation holds and does not bounce back right away, they are ready! (see note below)
While the donuts are proofing, make your gingerbread cheesecake filling. In a medium sized bowl, add your cream cheese, powdered sugar, heavy cream, cinnamon, ginger, nutmeg, clove and vanilla. With a hand-held mixer, whisk until light and fluffy. About 2 to 3 minutes. Transfer to a piping bag fitted with a star tip or ziploc bag and set aside until needed. 8 Oz (227g) Full-Fat Cream Cheese Block1 Cup (113g) Powdered Sugar¼ Cup (56g) Heavy Cream1 ½ Teaspoon Cinnamon¾ Teaspoon Ginger¼ Teaspoon Nutmeg¼ Teaspoon Clove1 Teaspoon Vanilla Paste or Extract Next, make the coating by combining white sugar and cinnamon in a shallow bowl. Set aside.1 Cup (200g) Granulated White Sugar1 Tablespoon Cinnamon Frying and finishing your donuts. Next, get your oil ready so that you can start frying right away. Fill a medium to large sized pot with at least 2 to 3 inches of vegetable shortening or neutral oil such as canola, vegetable, or avocado oil. Once the oil reaches 360ºF to 375ºF (183ºC to 190ºC), fry 2 to 3 donuts at a time for 1 minute and 30 seconds on each side (set a timer). Try not to overcrowd the pot as it will bring the temperature down. I HIGHLY recommend using a thermometer to monitor the oil.
Transfer fried donuts onto a paper towel-lined cooling rack and allow to cool for a minute, then roll in the cinnamon sugar mixture.
Using a chopstick or small paring knife, create a small hole in the center of the donut and then fill with the gingerbread cheesecake filling. Devour right away and enjoy!!