Dissolve yeast in half of the fresh milk. Set aside to activate yeast.

In a mixer bowl, pour in the remaining milk, egg, butter and sugar. Mix wet ingredients together.

Add in half of the flour. Mix until combined. Add in milk with active yeast.

Add in remaining flour.

Knead using a mixer fitted with a dough hook attachment for 15-20 minutes, or knead by hand for about 20-30 minutes.

Once dough is smooth and elastic, form into a ball. Place in a greased bowl and cover with plastic wrap.

Let the dough ferment until it doubles in size about 20-30 minutes.

Punch down dough to remove air pockets. Portion dough around 50g per piece then form into balls.

Flatten a piece of dough then place one slice of cheese in the middle and roll lengthwise. Pinch the seams together to seal.

Fry dough in preheated oil, until golden brown.

Mix together equal parts powdered milk and powdered sugar in a tray. Roll fried donuts in sugar-milk mixture to coat.

Best served warm