Start by making the tangzhong. Just stir the flour and milk in a nonstick pan over medium heat until they form a thick paste.
Mix the tangzhong with milk and yeast and let it sit for 5 minutes.
Add all the other ingredients for the dough, leaving half of the butter. Knead at medium-high speed for 5 minutes.
Add the remaining butter and knead again for 5-8 minutes until you have a smooth and stretchy dough.
Cover and let it rise for 1 hour (or overnight in the fridge).
Roll the dough into a 1/2 inch thick sheet. Cut out 4” circles. Repeat until all the dough is used up.
Place the donuts on pieces of parchment and transfer to a tray. Let them rest for about 45 minutes in a warm place.
Heat 2-3 inches of oil in a wok over medium heat. Once it reaches 350F, carefully drop in a test donut and cook for about 2 minutes per side. Test for doneness and adjust timing as needed. Fry all the donuts, keeping the raw ones in a cool place so they don't overprove.
While warm, dip the donuts in sugar and coat generously.
Microwave the Nutella for 5-10 seconds and add the oil to make it a bit runnier. Transfer to a piping bag with a Bismarck tip.
Fill your donuts with 20-25g Nutella each.
Serve and enjoy! These are best eaten fresh but are good for a day.