Rich, filled paczki are traditionally made before Mardi Gras (or Fat Thursday instead, in Poland). They're a Midwestern, Michigander tradition!
Heat milk to 100-105F. Stir in the yeast, mixing until the yeast is dissolved. Let the mixture rest for 5-10 minutes to let the yeast proof and become foamy. Meanwhile, gather your other ingredients.
With a stand mixer, cream together the sugar and butter. Once the mixture is creamy and completely mixed, add the egg, egg yolks, brandy or rum, and salt. Mix to combine. The mixture may look curdled, but that's ok.
Still using the paddle attachment (the dough hook doesn't work well), add about a third of the flour. Add half the milk, then another third of the flour. Add then remaining milk, then the remaining flour.
Use the paddle attachment on medium-low to medium speed to knead the dough for about 5 minutes. The dough should hold a round-ish shape, but it will still be rather slack. It will definitely be tacky, if not sticky. If it's too sticky, add a little extra flour and knead the dough more.
Put the dough in a large, greased metal bowl, spray the top of the dough, and cover it with greased plastic wrap. Place it in a warm place to rise. (I usually preheat my oven for 1-2 minutes, then turn off the heat to create a warm space.) Let rise until doubled. This could take anywhere from 60-120 minutes.
Gently deflate the dough, then let it rise again until doubled, about another 60 minutes.
If filling the paczki with pastry cream, prepare it now. (See instructions below.)
Turn the dough out onto a floured surface. Roll (or pat, if it's rather soft) it until it is ½ inch thick. Dip a 3-inch thick cookie cutter (or the drinking part of a glass, as I use) in flour and use to cut rounds out of the dough. Space out the donut rounds, or place them on a Silpat-lined surface to rise. Cover them loosely with plastic wrap.
You can reroll the dough scraps to cut out more paczki, or you can shape them loosely into donut shapes or balls. Place them with the other dough to rise. Let all dough rise for 30 minutes, until doubled in size again.
After 15 minutes of rising time, begin heating your oil to 350F. This can be in a skillet or in a deep fryer. A deep skillet (recommended) is wider so will fit more donuts; a deep fryer will spatter less but likely take more oil. (See notes below.)
Once your oil is at 350F, gently place 2-3 paczki into the hot oil. Fry for 2-3 minutes on the first side. (Adjust the heat if the temperature of the oil drops; if it's too low, your paczki will become soggy.) Gently turn the donuts over and cook for another 1-2 minutes. The donuts will be a deep brown, but the very sides of the donuts will not be browned at all; this is ok.
Remove the cooked paczki from the oil with a cooking spider, slotted spoon, or tongs. Place on a cooling rack over a pan lined with newspaper or paper towels (or both). Once somewhat cooled, transfer them onto paper towels to let the paper soak up a little extra oil.
Repeat process with remaining dough. Cool paczki completely before filling.
Insert a butter knife into each donut from the side or end. Push the knife in most of the way, then wiggle it from side to side to make space for the filling.
Use a piping bag with a nozzle to squeeze filling into each hole. Or, create your own by placing much of your filling into a sandwich bag. Trim a very small hole into the corner. (The ricotta filling in particular is loose and will ooze out if the hole is too big.) Insert the open corner of the bag into the hole in the paczki. Squeeze in the filling. The paczki may or may not puff out as you fill it.
Repeat process with remaining paczki and filling. Dust with powdered sugar or granulated sugar. If using a dairy-based filling, store in the refrigerator.
Pazcki are best on the day they are fried, particularly if your oil is not hot enough. However, any remaining pazcki can be stored in an airtight container (or frozen, though I haven't done that myself). Any paczki with a dairy filling should be stored in the refrigerator.
Combine sugar, cornstarch, and salt in heavy saucepan. Whisk in milk. Stir constantly over medium heat until mixture thickens, cooking while bubbly for 1 minute.
Gradually stir half of the mixture into egg yolks to temper them. Gradually add egg yolk mixture back to milk mixture in saucepan. Bring to bubbly simmer and cook, stirring constantly, for 1 minute.
Remove from heat and stir in butter and vanilla. Pour into bowl, cover with plastic wrap to prevent a skin from forming, and refrigerate at least 1 hour until cool.
Combine ricotta, powdered sugar, and vanilla in a bowl. Mix together. Store in the refrigerator until ready to use.
Paczki dough can be made by hand as well, but I recommend using the mixer as it is a sticky dough. I tried using the stand mixer hook attachment and it did not work well.
According to Zingerman's Bakehouse, alcohol in the dough should keep the donuts from absorbing too much oil. I don't know if that's true. Brandy or rum does lend extra richness and aroma to the dough.
I found this dough rose very quickly; keep your eyes on it.
Deep frying requires a very precise temperature. Donuts will be soggy if the temperature drops too much. It is essential to use a deep-frying or candy thermometer to monitor your oil's temperature, or to use a reliable deep fryer with built-in thermometer. Last time I made these, I discovered that my deep fryer's thermometer was not accurate; all my donuts ended up soggy because they were really cooking at 325F.
The pastry cream recipe and the ricotta filling recipe both yield enough to fill the entire recipe. If you don't have enough filling, roll the unfilled donuts in cinnamon sugar; they're fantastic that way!
This paczki recipe is adapted from The Spruce. Pastry Cream is adapted from the Betty Crocker Cookbook. Ricotta Filling is adapted from the Zingerman's Bakehouse cookbook.
Recipe updated 3/3/2019
Calorie count is an estimate only, based on 20 paczki from the dough, ricotta filling, 1 cup vegetable oil absorbed into the donuts, and 1 cup granulated sugar for topping