Prepare the Dough: In a mixing bowl, combine warm milk, active dry yeast, and granulated sugar. Allow the mixture to sit for 5 minutes until frothy. In another bowl, whisk together the egg, melted unsalted butter, and vanilla extract. Gradually pour this into the yeast mixture, mixing well.

Combine Dry Ingredients: In a separate bowl, whisk together all-purpose flour and salt. Slowly add the dry ingredients to the wet mixture, stirring until a soft dough begins to form. Knead the dough on a floured surface for 5–7 minutes until smooth and elastic.

Let the Dough Rise: Transfer the kneaded dough to a greased bowl, cover, and let it rise in a warm area for about 1 hour or until doubled in size.

Shape the Donuts: Punch down the risen dough, divide it into 12 pieces, roll each into a rope, twist into a cruller shape, and place on a baking sheet. Let them rise for another 30 minutes.

Bake: Preheat oven to 375°F (190°C). Bake the donuts for 15–20 minutes or until golden brown and puffed.

Prepare the Glaze: Whisk powdered sugar, milk, and vanilla extract until smooth. Adjust thickness as desired.

Glaze the Donuts: Dip each cooled cruller into the glaze and set on a wire rack to let the glaze set.