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In the bowl of a stand mixer fitted with the paddle attachment, combine the flour, 30 grams of the confectioner's sugar and salt.
Warm (but do not boil) the remaining 100 grams milk, then add the fresh yeast and set aside.
Turn the mixer on low speed and add the room temperature milk, the orange oil and egg. Add the melted butter and the warm milk. Transfer the dough to a floured baking sheet to proof in a warm place for at least 1 hour or up to 2 days.
Preheat the deep fryer to 350 degrees F.
Fry the doughnuts for about 2 minutes, turning once. Allow them to cool slightly, then use a chopstick to make a small hole in one side of the doughnut. Transfer the chocolate hazelnut spread to a pastry bag and pipe some into the doughnuts.
Toss the doughnuts in the banana sugar and serve with grilled banana ice cream.