Warm the milk. Dilute the yeast in it.
In the bowl of a mixer equipped with a dough hook, pour the milk/yeast mixture and the egg. Add the sugar, the butter, the flour and the salt. Knead at slow speed during 10 minutes.
Cover the bowl with a clean cloth or a plastic film and keep it aside in a warm place for about 2 hours.
Roll out the dough to 2.5 cm height. Cut out circles about 10 cm in diameter, then, cut a hole at the center with a smaller mold [save the holes for frying with the donuts. If you want to stuff the donuts, do not make the central holes].
Heat the oil in a fryer or a pan to 185°C (360°F). Dip the donuts in the oil and fry them for 2 to 3 minutes on each side.
Place the donuts over the paper towels to remove the oil excess. Wait until they are cold before adding a glaze or stuffing them.