Confession: I pictured these doughnuts long before I ever baked a loaf of milk bread. When I finally tried Cynthia Chen McTernan’s milk bread from A Common Table, everything clicked — the dough that makes such a pillowy loaf also makes an exceptional doughnut. McTernan’s milk bread gains its tender, cloud-like texture from a roux called tangzhong. It’s an enriched dough, lighter than brioche but still richly satisfying.
The big question was whether that pillowy structure would survive frying. The answer: absolutely.

The recipe below combines a few practical tips I picked up along the way: transfer the doughnuts to the oil on small squares of parchment to make them easier to place in the pan; and keep the oil temperature around 365°F so the doughnuts cook quickly without over-browning. Once the cut doughnuts finish their final rise, frying goes fast — fast enough for a weekend morning, and possible on a busy weekday if you plan ahead.

When I imagined these, I pictured a filling that was creamy and not overly sweet. Since Hokkaido milk bread comes from Japan, I leaned toward yuzu, a delicate Japanese citrus. Fresh yuzu can be elusive, so bottled yuzu juice is a convenient alternative. On one trip to Central Market in Austin I found fresh yuzu in the citrus section and bought several — then began experimenting with fillings.
My first attempt used a yuzu curd folded into whipped cream. It tasted fantastic but proved messy: the filling was soft and tended to drizzle from the finished doughnuts. Two more curd variations still lacked the stability I wanted unless I diluted the citrus with a lot more whipped cream, which muted the flavor. That’s when I decided to try a pastry-cream-style filling stabilized with a bit of cornstarch. I adapted a Meyer lemon pastry cream recipe I liked and converted it to yuzu; the result is a thick, stable, citrus-forward cream that fills the doughnuts cleanly.

Milk Bread Doughnuts with Yuzu Cream
A fluffy, pillowy doughnut made from milk bread dough adapted from Cynthia Chen McTernan’s recipe in A Common Table. Filled with a lightly sweet yuzu cream and coated in sugar or yuzu sugar.
Ingredients
- 1/2 cup whole milk
- 1 large egg
- 1 1/2 tsp instant yeast (see notes for active dry yeast alternative)
- 2 tbsp sugar
- 1/2 tsp salt
- 1 tbsp nonfat dry milk powder
- 320 g bread flour (plus up to 2 tbsp / 15 g extra if needed)
- 2 tbsp unsalted butter, very soft
For the tangzhong:
- 6 tbsp water
- 2 tbsp (15 g) bread flour
For frying:
- Canola or other neutral frying oil (2–3 inches in pan)
Filling:
- 1/4 cup heavy cream
- 1/2 cup yuzu pastry cream (recipe follows) or 2–4 tbsp citrus curd (see notes)
Coating:
- 1/2 cup granulated sugar or yuzu sugar (recipe follows)
Instructions
- Scald the milk in a small saucepan or microwave (about 1 minute). Set aside to cool; if a skin forms, remove it.
- Make the tangzhong: whisk the 6 tbsp water with 2 tbsp flour in a small saucepan. Cook over medium-low, whisking constantly, until thickened and the whisk leaves a line. Remove and cool to warm room temperature (about 90–95°F).
- In a bowl, whisk together the 320 g bread flour, yeast, sugar, dry milk, and salt.
- In another bowl, whisk the cooled tangzhong, milk, and egg together.
- Make a well in the dry ingredients and pour in the milk mixture. Stir until a shaggy dough forms, then transfer to a stand mixer fitted with a dough hook and knead on low until fairly smooth (under 5 minutes).
- Add the butter one tablespoon at a time, allowing each to incorporate before adding the next.
- Knead on low until the dough is smooth, stretchy, and passes the windowpane test. If excessively sticky, add up to 2 tbsp more flour, a little at a time.
- Transfer the dough to a clean bowl, cover, and refrigerate at least 8 hours or overnight.
- The next morning, cut a dozen 2.5-inch squares of parchment and set them on a baking sheet.
- Turn the chilled dough onto a lightly floured surface, roll to about 1/2-inch thickness, and cut with a 2.5-inch cutter. Place each doughnut on a parchment square on the baking sheet. Cover and let rise at room temperature for 1 hour.
- About 20 minutes before the doughnuts finish rising, heat 2–3 inches of neutral oil in a heavy pot. Use a thermometer and bring the oil to 365°F, then reduce heat to medium to maintain it.
- Prepare two wire racks over baking sheets—one for drained doughnuts and one for sugared doughnuts.
- Fry in batches of 2–3: transfer each doughnut to the oil on its parchment square. The parchment will release; remove it with tongs. Fry 1 to 1 1/4 minutes per side (about 2–2.5 minutes total) until golden and the internal temperature reaches 195–200°F. For the first doughnut, err on the shorter side and check with a thermometer to dial in timing.
- Monitor the oil temperature and keep it below 375°F, adjusting the heat as needed.
- Drain the cooked doughnuts on the wire rack, then while still slightly warm toss in sugar or yuzu sugar and transfer to the clean rack to cool.
- To finish, whip the heavy cream to stiff peaks and fold gently into the chilled yuzu pastry cream or curd. Pipe the filling into the cooled doughnuts using a Bismarck tip and serve as soon as possible; they’re best fresh.
Recipe Notes
- I use SAF Gold instant yeast, formulated for enriched doughs; active dry yeast can be used instead. If using active dry, cool the scalded milk to 110°F, add the yeast and let it sit 5–10 minutes until foamy before adding tangzhong and egg.
- McTernan’s original allows up to 1/4 cup extra flour, but with a stand mixer you’ll rarely need that much. Add up to 2 tbsp only if the dough remains sticky after a few minutes of kneading.
- The photos show doughnuts filled with a whipped-curd mixture. The yuzu pastry cream below yields a thicker, more stable filling, but both options are delicious. If you can’t find yuzu, Meyer lemon or regular lemon work well as substitutes in the curd, pastry cream, or sugar coating.
- For a brighter citrus punch, use the full amount of pastry cream and reduce or omit the whipped cream.

Yuzu Pastry Cream
Adapted to highlight yuzu’s bright, floral acidity, this pastry cream is stabilized with cornstarch for a firmer, pipeable filling.
Ingredients
- 1/3 cup yuzu juice
- 1 tsp finely grated yuzu zest (optional)
- 60 g (scant 1/3 cup) granulated sugar
- 2 large egg yolks, at room temperature
- 1 tbsp cornstarch
- 3 tbsp unsalted butter, at room temperature, cut into 6 pieces
Instructions
- Whisk the sugar, optional zest, egg yolks, and cornstarch together until smooth.
- Heat the yuzu juice in a small saucepan over medium heat until just simmering, then reduce to medium-low.
- Slowly whisk a little of the hot juice into the egg mixture to temper it, then return everything to the saucepan. Cook over medium-low, whisking constantly, until the mixture thickens to a pudding-like consistency, about 5 minutes.
- If you used zest and prefer a smooth cream, strain through a fine sieve into a bowl. Whisk in the butter, one piece at a time, until the cream is glossy and smooth. Press plastic wrap directly onto the surface and refrigerate at least 4 hours or overnight.
Yuzu Sugar
Ingredients
- 1 tsp fine yuzu zest
- 1/2 cup granulated sugar
Instructions
- Rub the zest into the sugar in a small bowl, cover, and refrigerate overnight to meld flavors. For an even finer texture, pulse the chilled mixture briefly in a food processor before using.
