Mill the flour: Mill your hard white wheat flour so it’s fresh and fine.
Warm the milk: Gently warm 240g (1 cup) of milk to about 90°F (lukewarm).
Combine ingredients: In a stand mixer, combine the freshly milled flour, warm milk, salt, sugar, melted butter, egg, and nutmeg. Mix on low speed for 1–2 minutes until just combined.
Autolyse: Cover and let the dough rest in the mixer bowl for 15-30 minutes. This is the autolyse phase.
Add yeast and knead: After the autolyse phase, sprinkle the instant yeast over the dough and knead on medium speed for 5–20 minutes. This time will vary based on your mixer, you want to knead until the dough is soft, elastic, and passes the windowpane test.*The windowpane test means when you stretch a small piece, if it forms a thin, translucent membrane without tearing, it’s ready. First rise: Cover the dough with a damp cloth and let it rise & relax slightly, about 30-40 minutes.
Shape donuts: After the initial rise, roll the dough onto a lightly floured surface, into a sheet about ½ inch thick. Use a donut cutter or two round cutters to cut out circles and center holes. *If you want to make these donuts overnight, stop here and cover the donuts in the fridge overnight, pull them out in the morning, bring them to room temp and continue with the steps.
Final rise: Place the cut donuts on a parchment lined baking sheet, and cover with a damp cloth. Let them rise for 1-2 hours, until doubled in size and puffy. If your kitchen is colder this may take a bit longer, and if it's warm it may go much quicker. You just want them to be noticeably puffy. It’s important to let them rise fully if you want a soft, open crumb. They will be slightly more dense if they don’t rise enough.
Make the glaze: Towards the end of the final rise, make the glaze of your choosing. Warm the butter in a medium saucepan until just melted, remove from heat and slowly whisk in other ingredients besides the milk until smooth. Add milk 1 tbsp at a time if needed, to adjust for a pourable consistency.
Heat oil: Heat tallow or avocado oil in a deep pan to 350°F (use a thermometer for accuracy).
Fry: Carefully add donuts to the oil 1 at a time, be careful not to overcrowd the pot. Fry donuts 1–2 minutes per side, until golden brown. Remove with a slotted spoon and place on a cooling rack.
Glaze: While the donuts are still warm, dip them into the glaze, then set them on a cooling rack to let the excess glaze drip off.
Serve and enjoy: Let glaze set slightly before serving.