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Activate the Yeast:
In a bowl, mix the warm milk, sugar, and yeast. Let it rest for 5–10 minutes until foamy.
Prepare the Dough:
In a large mixing bowl, combine flour, salt, and vanilla. Add the egg, butter, and yeast mixture. Mix and knead until you get a soft, smooth dough (about 10 minutes by hand or 5 minutes with a mixer).
Let It Rise:
Cover the dough with a cloth and let it rise in a warm place for 1–1.5 hours, or until doubled in size.
Shape the Braids:
Divide the dough into equal portions. Roll each into long ropes and braid them (use 3 ropes per braid). Pinch ends to secure.
Second Rise:
Let the braided donuts rest for another 20–30 minutes to puff up.
Fry to Golden Perfection:
Heat oil in a deep pan. Fry each braid until golden on both sides. Drain on paper towels.
Finish and Serve:
Dust with powdered sugar or dip in a glaze of your choice. Serve warm or at room temperature.
Serving & Storage Tips:
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