Stir together the milk and the yeast and let it sit until activated and foamy, 5 minutes.

While you are waiting on the yeast to activate, whisk together the egg, butter, and vanilla in a medium-sized bowl, set aside.

Place 3 cups of the flour, sugar, salt, and cinnamon in the body of a stand mixer with the hook attachment and stir it around a few times to mix the dry ingredients.

Once the yeast is foamy, add the milk mixture to the other wet ingredients and whisk to combine. Add the wet mixture to the dry ingredients.

Stir until the ingredients start to combine, then put the mixer on medium-low speed. The dough should start to form and clean the sides of the bowl. If the dough is not cleaning the sides of the bowl, add a little more flour at a time until it does, up to ½ cup more flour.

Once the sides of the bowl are cleaned, keep the mixer going for 5 minutes to knead the dough. The dough will be soft and slightly sticky but smooth.

Spray a large bowl lightly with cooking spray and add the dough to the bowl. Flip it around in the bowl so it gets coated in the spray. Cover with plastic wrap and set in a warm place in your house to double in size, about 1 hour.

Lightly flour a clean work surface. Place the dough on the surface and knead it a few times by hand to get any air bubbles out. Place it back in the bowl and cover it with plastic wrap and let it rise until one more time, about 1 hour.

Line a sheet tray with parchment paper and set aside.

After the second rise, we are going to make the twists. I find making the twists on a clean, non-floured surface easier.

Cut the dough in half. Cut the halves in half. Keep doing this until you get 16 even pieces of dough.

Working with one piece of the dough at a time, keep the others covered with a clean kitchen towel, and roll it out into a thin rope shape. Roll your hands in opposite directions, so the rope becomes twisted. Lift the twisted rope by both ends and bring the ends together. It will start to form the twist, pinch the ends together tightly to seal, and twist the doughnut around a couple more times to form the final shape.

Place the twist on the prepared sheet tray and cover with a clean kitchen towel, repeat with the remaining dough.

Let the twists rest for 30 minutes, they will slightly puff up more.

While the twists are resting, heat 3-4 inches of oil in a Dutch oven, or you can use a deep fryer as we do, heated to 325 degrees F.

In a large bowl, stir together the sugar, brown sugar, and cinnamon for the topping.

Place 3-4 doughnuts at a time into the oil. Cook for about 5 minutes total, flipping them around until golden brown. Let any excess oil drip off, then immediately toss them in the cinnamon sugar one at a time.

Place the doughnuts on a wire rack placed on a sheet tray while you fry the remaining doughnuts, this will keep the outside crisp and not soggy. Serve immediately.