Add milk to a small saucepan set on medium-low heat. Stir constantly, preventing a film from forming. When the milk begins to steam or reaches 180 degrees immediately take off of the heat. Pour the hot milk in a measuring cup setting it aside to cool to 115 degrees.
Add 1 cup of all-purpose flour, all of the sugar, yeast, salt, in a large bowl, whisking to blend. Add the milk. Whisk while adding the oil, egg yolks, pure vanilla extract, continue whisking until all ingredients are blended.
Cover the dough with plastic wrap and set aside until bubbles form, 10-15 minutes.
Add the rest of the flour to the bowl, a little at a time, using a spatula to blend it in. The dough should hold together and not stick to the sides of the bowl. Knead the dough for about 5 minutes. Add additional flour if the dough sticks to your hands. Continue kneading until the dough is soft and a little sticky.Knead the dough. Sprinkle with more flour only if needed.
Recover the bowl with plastic wrap, setting it aside on the counter for 1 1⁄2 to 2 hours, until the dough doubles in size.
Sprinkle a clean countertop with flour. Use a rolling pin to roll the dough to 1⁄4 -1⁄3 inch thick. Cut 11-12 donuts and donut holes with a donut cutter. Use the scraps to make more donuts and/or donut holes.
Line baking sheets with parchment paper. Place the donuts and donut holes on the sheet without them touching. Cover them with a piece of cotton and allow them to rinse for 45 minutes.