Beat together the egg yolks, sugar, vanilla, cream, milk, and starch.

Cook the mixture over low heat, stirring constantly for 5 minutes until it thickens.

Beat in cold butter, cover, and set aside to cool completely.

In a bowl, beat the egg with sugar, milk, and oil.

Add the dry ingredients (flour, milk, baking powder) and knead to make a soft, sticky dough.

Turn the dough out onto a floured surface, add more flour on top, and roll out to 1 inch (2.5 cm) thick.

Cut the dough into squares using a cookie cutter.

Fry the squares for 5-6 minutes, flipping halfway until golden brown.

Let the donuts cool on a plate covered with a paper towel.

Make an indentation in the center of each square donut.

Fill the indentation with the prepared pastry cream.

Dust the filled donuts with powdered sugar before serving.