In a small mixing bowl, stir together the cold milk, yeast, and sugar. Let sit for 10 minutes, until bubbly and foamy.
Transfer to the bowl of a stand mixer fitted with the dough hook. Add the remaining dough ingredients, except the butter and brandy, and mix on low until a shaggy dough forms. Gradually add the butter, one cube at a time, allowing each to incorporate fully. Increase the mixer speed to medium and knead for 12 to 15 minutes, until the dough is smooth, elastic, and pulls cleanly from the sides of the bowl.
Add the brandy and knead for 2 more minutes. Transfer the dough to a lightly greased bowl, grease the top of the dough, cover with plastic wrap, and let rise at room temperature for 40 minutes.
Deflate the dough and divide it into 12 equal portions, about 75 grams each. Cover with a damp towel and let rest for 10 minutes.
Shape each portion into a tight, smooth ball. Keep the remaining pieces covered while shaping. Place each ball onto a square of parchment paper. Cover again with the damp towel and let rise for 30 minutes.
Meanwhile, heat 3 inches of neutral oil in a large heavy-bottomed pot to 320–340°F (160–170°C). If you don’t have a thermometer, dip the handle of a wooden spoon into the oil—if small bubbles form around it, the oil is ready.
Carefully transfer each donut into the hot oil with the parchment side up, so the top side of the proofed donut goes into the oil first. Fry for about 2 minutes per side, or until deep golden. Remove the parchment as it detaches, then transfer the donuts to a wire rack set over a baking sheet to cool.
To make the topping, melt the chocolate in a microwave-safe bowl in 30-second bursts. Stir until smooth. Add the oil and mix until glossy and fluid.
Fill each donut with marshmallow cream using a piping bag fitted with a long tip. Dip the tops in the chocolate glaze, letting excess drip off. Immediately press into the crushed tea biscuits.
Pipe a small swirl of marshmallow cream on top and pile with mini marshmallows. Use a kitchen torch to lightly toast the marshmallows.
Fill pipettes with Amarula liqueur, insert one into each donut, and serve.