Pour warm milk into a stand mixer or mixing bowl, add sugar and yeast, let it proof for 5 minutes.
Add vanilla extract, flour, salt, and eggs. Mix using a stand mixer on low speed, then when combined, add the speed and knead for about 6 minutes until the dough becomes stretchy and a little bit sticky and tacky.
Add the softened butter and mix again for 5 more minutes.
Cover the dough using a kitchen towel and leave for one hour until the volume doubles.
After one hour, transfer the dough to the flour-dusted work surface and, make a ball, divide it into the number of donuts needed.
Give each portion a beautiful round shape and place it on parchment paper, leave for another 30 minutes.
Add oil to a pot over medium-low heat. When the oil is just warm, add donuts and cook until the bottom turns golden brown.
Then flip and continue cooking until you get a light ring line in the center of the donuts.
Remove from the oil, and place on a plate lined with absorbent paper.
Then roll them in powdered sugar and serve immediately.