Mix the yeast with the warm milk and sugar in a small bowl and let it sit for 5 minutes until foaming. Knead it with the flour, salt, vanilla extract, egg, and melted butter for 2 minutes at the lowest speed in your kitchen machine. Turn the speed up and knead for another 8 minutes until you have an elastic, sticky dough.
Coat a large bowl with oil (I used canola oil), add your dough and cover it with a damp tea towel. Let it rise for 1.5 hours at room temperature until doubled in size.
Put the dough on a floured working surface and roll it out to ∽0.4"/1cm thick using a rolling pin. Cut out circles using a round cookie cutter (⌀3"/8cm) and transfer them on a with baking paper lined baking sheet. Cover with a damp tea towel and let them rise for another hour.
Strawberry Rhubarb Jam
Cook the strawberries, rhubarb, and sugar for 10 minutes over medium heat. Mix the lemon juice with cornstarch, add it to the jam and stir until it starts to thicken.
Blend it with a food processor or immersion hand blender until smooth. Set aside to cool.
Frying & Filling
Once the little doughs have doubled in size, they are ready to be fried. Heat vegetable oil in a pan. Hold in a wooden spoon to test the temperature of the oil: The temperature is right when little bubbles arise on the spoon.
Place 2-3 donuts in the oil and fry each side for 1-2 minutes until golden. Take them out using a slotted spoon and place on kitchen paper to absorb excess fat.
Mix sugar and cinnamon in a bowl and flip each donut in it.