1 package (1/4 ounce) active dry yeast
1 tbsp. sugar, for proofing
1 cup homogenized milk, warmed
4 cups all-purpose flour
1 tsp. salt
2 egg yolks
1/4 cup sugar
2 tbsp. marsala
1/3 cup butter, melted (unsalted)
Oil, for frying
Combine yeast, sugar and warm milk. Let stand until foamy, about 5 to 10 minutes.
Add 3 3/4 cups flour and salt to a large bowl. Add yeast mixture, egg, egg yolks, sugar, marsala and melted butter. Stir with wooden spoon until dough starts to form. Transfer to lightly floured work surface. Knead until dough is smooth and elastic, adding more flour if dough is too sticky or milk if too dry. Alternatively, mix in stand mixer fitted with dough hook attachment.
Place in oiled bowl. Cover. Let stand until doubled, about 1 to 1 1/2 hours.
Punch down dough. Divide dough in half.
Lightly flour work surface. Roll dough to 1/3-inch to 1/2-inch thickness. Cut with cookie cutters or donut cutters, as desired. Transfer parchment lined baking sheet lightly dusted with flour. Cover and let rise until doubled, about 30 to 45 minutes. You can re-roll the remaining dough and cut into more donuts, or just let the scraps of dough rise and fry them as is. (Makes about 16 to 20 donuts, depending on size.)
Add oil to deep fryer or pour enough oil in deep, heavy-bottomed saucepan to come about 3-inches up sides of pan. Heat oil to 365 to 375 degrees F. over medium heat.
Cooking in batches, carefully and gently add donuts to hot oil. Fry 1 to 2 minutes per side until golden brown, cooked through. Reduce heat if donuts are browning too quickly. Transfer to paper towel to remove excess oil.
Yield: About 16 to 20 donuts.