Which is your favorite doughnut: cake, or yeast-raised? If your answer is cake, you're in luck — these jelly doughnuts, made from a simple baking powder dough, are fast, easy... and absolutely delicious.
Get out a skillet that's at least 2 1/2" deep; a 10" electric frying pan is a great choice, if you have one. Fill it with about 1" of vegetable oil, peanut oil preferred for best flavor.
Start heating the oil to 350°F while you make the doughnut batter.
To make the doughnuts: Whisk together the flour, sugar, baking powder, and salt.
Whisk together the lukewarm milk, melted butter, egg, and vanilla.
Stir the wet ingredients into the dry ingredients to make a thick batter (or soft dough).
When the oil has come up to temperature, use a tablespoon cookie scoop (or spoon) to drop balls of batter into the hot oil. This recipe will make 2" doughnut holes using a tablespoon cookie scoop and dropping in balls of dough about as big as an undersized ping pong ball.
Fry the doughnut holes for 2 minutes on the first side, or until they're a deep golden brown. Some of them may turn themselves over; that's OK, just use a pair of tongs to turn them back. After 2 minutes, turn the holes over, and fry for an additional 2 minutes, until golden brown. Transfer the doughnut holes to a baking sheet lined with paper towels to drain and cool.
When the doughnuts are cool, use a piping bag with a long, plain tip to fill them with as much jelly as you like. If you don't have a piping bag, try using an inexpensive plastic condiment squeeze bottle (think mustard or ketchup), with its tip cut off midway down to make it wider.
Shake the filled doughnuts gently in a bag of granulated sugar. Enjoy warm, or store at room temperature, loosely covered, for a day or so.
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