Preheat your oven to 350°F (175°C). In a large mixing bowl, combine the flour, sugar, baking powder, and salt.

In another bowl, whisk together the milk, eggs, melted butter, and vanilla extract. Pour the wet ingredients into the dry ingredients and mix until just combined.

Lightly grease a donut pan. Spoon the batter into the pan, filling each cavity about 2/3 full.

Bake for 12-15 minutes until they’re golden brown or until a toothpick comes out clean. Let them cool in the pan for about 5 minutes before transferring to a wire rack to cool completely.

In a saucepan, heat the heavy cream, milk, and sugar over medium heat until it’s warm but not boiling.

In a separate bowl, whisk the cornstarch and egg yolks until smooth. Gradually pour in the warm milk mixture while whisking.

Return the mixture to the saucepan and cook over medium heat until it thickens. Stir in the vanilla extract. Remove from heat and cool to room temperature, then refrigerate until set.

Once the donuts are cool and the cream is set, use a piping bag to fill each donut with the Bavarian cream.

In a small bowl, whisk the powdered sugar and milk together until smooth. Adjust the milk until you get a pouring consistency (not too thin, not too thick).

Dip the tops of your filled donuts into the glaze and let them rest on a rack to allow the glaze to set.