Mexican Hot Chocolate–Glazed Sufganiyot (Hanukkah Donuts) with Marshmallow Filling

Ingredients

• 0.3 ounce yeast dry ()
• 0.3 cup cocoa powder unsweetened sifted
• 2 ounces cream cheese at room temperature
• 2 large egg yolk 
• 2.5 cups flour all-purpose plus more for rolling out the dough
• 0.3 cup granulated sugar 
• 0.8 teaspoon ground cinnamon 
• 1 cup marshmallow creme such as kraft jet-puffed
• 1.3 cups powdered sugar sifted
• 0.5 teaspoon salt fine
• 2 tablespoons butter unsalted at room temperature ()
• 1 teaspoon vanilla extract 
• 2 quarts vegetable oil for frying
• 0.5 cup water (105°F to 115°F)
• 5 tablespoons milk whole

Equipment

• bowl
• baking sheet
• baking paper
• knife
• whisk
• wire rack
• plastic wrap
• wooden spoon
• kitchen thermometer
• spatula
• slotted spoon
• dutch oven
• tongs

Directions

1. Place 2 1/2 cups of flour, the cinnamon, and salt in a large bowl and whisk to aerate and combine; set aside. Coat a second large bowl with vegetable oil; set aside.
2. Place the yeast and 1 teaspoon of the sugar in a medium bowl.
3. Add the water, stir to combine, and let sit until the mixture is foaming, about 5 minutes.
4. Add the remaining 1/4 cup sugar, egg yolks, milk, and vanilla and whisk to combine.
5. Add this mixture to the reserved flour mixture and stir with a wooden spoon until the dough comes together and begins to form a ball.
6. Transfer the dough to a lightly floured work surface. Scatter the butter pieces over the dough and knead until the butter is fully incorporated and the dough is smooth, shiny, and elastic, about 6 to 8 minutes.
7. Add up to 1/4 cup of additional flour as needed if the dough is sticky. Form the dough into a ball, place it in the oiled bowl, and turn to coat it in the oil. Cover the bowl with plastic wrap or a damp towel and let the dough rise in a warm place until doubled in size, about 1 1/2 to 2 hours.Line a baking sheet with parchment paper; set aside. Punch down the dough, transfer it to a lightly floured work surface, and roll it out until it’s about 1/4 inch thick. Using a 2-1/2-inch round cutter, stamp out as many dough rounds as possible and place them on the prepared baking sheet about 1/4 inch apart. Gather the dough scraps into a ball and roll out and cut again. Discard any remaining dough scraps.Cover the dough rounds loosely with plastic wrap or a damp towel.
8. Mix all of the ingredients together in a medium bowl with a rubber spatula until completely smooth and combined.
9. Place the oil in a Dutch oven or a large, heavy-bottomed pot and set it over medium heat until the temperature reaches 365°F on a candy/fat thermometer. Meanwhile, fit a wire rack over a second baking sheet; set aside.When the oil is ready, add 4 of the dough rounds and fry until golden brown, flipping halfway through, about 2 minutes total. (If air bubbles appear in the donuts, pierce them with the tip of a paring knife.)
10. Remove the donuts with a slotted spoon to the rack.
11. Add 4 more dough rounds to the oil. While these dough rounds are frying, use tongs to pick up a donut from the first batch, dip the bottom into the chocolate glaze, and return the donut to the wire rack glaze-side up. Repeat frying and glazing the remaining dough rounds.When the donuts are cool enough to handle, use a paring knife to puncture the side of each to form a pocket in the center.
12. Place the tip of the piping bag into the pocket and pipe about 1 heaping teaspoon of marshmallow filling inside.
13. Serve warm or at room temperature.