In the bowl of a stand mixer, combine the milk, yeast, sugar, egg, and flour. Mix on medium speed until the dough comes together. Add the butter and salt, then knead for about 8 minutes, until smooth and elastic. Cover the bowl and let the dough rise at room temperature until doubled in size, or refrigerate overnight for a slower rise.

Heat the milk, vanilla, and 1 tablespoon of sugar in a saucepan over medium heat until it’s just shy of boiling. In a bowl, whisk the yolks, remaining sugar, and cornstarch until smooth. Gradually whisk the hot milk into the yolk mixture to temper it, then pour everything back into the saucepan. Cook over medium heat, stirring constantly, until the cream thickens and begins to bubble. Cook for 20 seconds longer, then remove from the heat. Stir in the blondie chocolate until melted. Transfer the cream to a bowl, press plastic wrap directly against the surface, and refrigerate until fully chilled, about 1.5 hours.

Once the dough has risen, divide it into 2-ounce (60-gram) portions. Roll each piece into a smooth ball, flatten slightly, and place on a parchment-lined tray. Cover loosely and let rise at room temperature until doubled, about 1 hour.

Heat the frying oil in a large pot to 320–329°F (160–165°C). Working in batches, fry the donuts for 1.5–2 minutes per side, until golden brown. Transfer to a plate lined with paper towels to drain.

Whisk the chilled pastry cream until smooth. Use a piping bag to fill each donut with the cream, inserting the nozzle into the side of each donut.

Melt the blondie chocolate and oil in the microwave in short bursts, stirring until smooth. Dip the tops of the donuts into the melted chocolate and set them on a wire rack to let the coating firm up.

Drizzle pecan praline over the chocolate and sprinkle with roasted pecans. For an extra flourish, whip the cream with powdered sugar and vanilla pudding mix until stiff peaks form. Pipe the whipped cream onto the donuts and finish with a touch more praline, if desired.