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Mix together the flour, sugar, vanilla sugar, yeast, salt, butter, beaten egg and milk.
Knead for 15 mins. Leave to rise until the dough has doubled in volume.
Roll out the dough on a floured workbench to a thickness of 1cm. Cut out circles of 6cm in diameter, remove the centre of each.
Place the doughnuts on a dish, cover with a cloth and leave to rise for 30 mins. Pre-heat the appliance, then cook the doughnuts for 3-4 mins.