In a small bowl in the microwave, warm the orange and lemon juice to 46°C (115°F), and whisk in the yeast. Allow the mixture to sit for 5-10 minutes, until all the yeast is dissolved.

In a large bowl*, combine the yeast mixture, citrus zest, sugar, eggs, flour, and salt (layered in that order). Using a wooden spoon, stir until the dough starts to come together, then turn out onto a clean work surface.

Knead the dough at a medium pace, for about 8 minutes, being careful not to add any extra flour. This dough will be very sticky, so use a bench scraper to help you knead.

Allow the dough to rest for one minute.

Start kneading again, and add the butter in small amounts - kneading in each one before adding the next. Once you have added all the butter, knead at a fast pace for 5 minutes. The dough should be smooth and elastic.

Place the dough in a lightly greased bowl, cover with cling film, and allow to prove for 1-1.5 hours. Punch the dough down, recover, and place in the fridge overnight.

While the dough is resting in the fridge, make your pastry cream.

In a medium bowl, mix together your egg yolk, cornstarch, and enough of the milk to thin it out a little.

Heat the remaining milk, sugar, and vanilla in a saucepan, over medium heat, until just simmering. Turn off the heat, cover, and allow to infuse for 20-30 minutes.

Bring the milk back up to a low boil, and slowly pour it into the egg yolk mixture, whisking the whole time to prevent the egg cooking.

Return the whole mixture to the pot, and cook over a medium heat, whisking constantly.

Once the mixture begins to thicken, remove from the heat for 10 seconds, and whisk vigorously. Return to the heat and allowing to come to a full boil, for 10-15 seconds- keep whisking.

Strain mixture onto a large piece of cling film, and wrap to make a little pillow. Chill in the fridge until cold.

The next day, remove the dough from the fridge, and divide into 50g pieces. You should get 20. Shape each of them on a table (you may want to lightly flour your hand) into a tight bun shape. Do this by cupping your hand over the piece, and moving your hand circles.

Place the rounds on parchment lined trays, and lightly cover with cling film sprayed with cooking oil to prevent sticking. Allow to prove in a warm place for 1.5-3 hours, or until doubled in size.**

When the dough is almost ready, begin heating the oil in a large pot over medium heat, until the temperature reads 180°C (356°F). You will need to be very careful working with the oil (it's hot!), and try and check the temp. between each batch. Cut the parchment paper around each doughnut.

Fry the doughnuts in groups of 2 or three, for about 2 minutes on each side. Place them in the oil gently, by the parchment paper, and remove it once you have flipped the doughnuts.

Remove the doughnuts to a paper towel lined plate, to soak up any excess oil. While still warm, toss the doughnuts in a bowl of caster sugar.

Once all the doughnuts are fried, allow them to cool while you finish the filling.

Remove the pastry cream from the fridge, and warm for about 10-20 seconds in the microwave, then beat until smooth. Mix in the cream cheese. (taste and see if you want to add more)

Whip the double cream, and 40g caster sugar until stiff, then fold in the cream cheese pastry cream. Fill a piping bag, fitted with a small round nozzle, with the mixture, or a ziplock bag with a small hole cut in the corner.

Using a paring knife, cut a small hold in the side of each of the doughnuts, to allow you to fill them.

Stick your piping bag in the hole, and fill the doughnut, then pipe a small amount to cover the hole. Decorate with sprinkles, or citrus zest!