Step 01
To make the dough, mix the flour, sugar, salt, lemon zest, eggs and yeast with 75g water in a bowl until it comes together. Turn the dough out onto the work surface and knead for 5 minutes using the palm of your hand. Let the dough rest for 1 minute.
Step 02
Start to add the butter a quarter at a time, kneading it in until it's all incorporated. Knead the dough for a further 5 minutes until it is glossy, smooth and very elastic when pulled. Return the dough to the bowl, cover with a plate and leave to prove until doubled in size, about 1½ hours.
Step 03
Knock back the dough by kneading for a minute or two in the bowl to knock out any large air bubbles, re-cover the bowl and chill overnight.
Step 04
The next day, cut the dough into 10 pieces, about 45-50g each. Dust 2 baking sheets with flour or grease with a little oil. Roll the dough into 10 smooth, tight buns and put them on the prepared baking sheets, leaving room for the buns to expand. Cover lightly with a damp tea towel and leave to prove for about 2 hours or until doubled in size.
Step 05
Next make the pumpkin purée. Heat the oven to 150C fan/gas 3½. Halve the pumpkin and remove and discard the seeds and stringy core. Chop each half into quarters, carefully peel off the skin, then chop the flesh into 1cm cubes. Put the cubes on an oven tray and bake for 1 hour until the pumpkin is quite dry and lightly golden. Transfer to a food processor and pulse to a purée. Leave to cool.
Step 06
Meanwhile, prepare the crème pâtissière. Put the egg yolks and sugar in a bowl and whisk with a balloon whisk for a few seconds, then add the flour and whisk again.
Step 07
Put the milk, vanilla pod and seeds in a heavy-based saucepan and gently heat until nearly boiling. Slowly pour the hot milk over the yolk mixture whisking constantly to prevent curdling, then return the mixture to the pan and cook over a medium heat, whisking constantly for about 3 minutes until thick.
Step 08
Pass the mixture through a fine sieve into a bowl, then place a sheet of baking paper or cling film on the surface of the crème pâtissière to prevent a skin forming. Leave to cool, then chill.
Step 09
Whip the double cream in a large mixing bowl until thickened to stiff peaks.
Step 10
Measure out 200g of the cooled pumpkin purée and add to the whipped cream along with the crème pâtissière, briefly beating the crème pâtissière to loosen if it's stiff. Gently fold together using a large metal spoon in a figure-of-eight motion until the mixture is well combined. Fit a 1cm nozzle to a piping bag and fill with the pumpkin custard, then chill.
Step 11
When you're ready to fry the doughnuts, half-fill a large heavy-based saucepan with the oil and heat to 180C. You must make sure the oil temperature is correct each time before frying as if it's too high the doughnuts will burn but be raw in the middle, and if it's too low they'll absorb the oil and become greasy.
Step 12
Carefully remove the proved doughnuts from the tray by sliding a floured dough scraper or spatula underneath, then gently lower into the oil. Don't overcrowd the pan and cook 2-3 at a time. Fry for 2 minutes on each side until golden brown, they will puff up and float.
Step 13
Remove the doughnuts from the oil with a slotted spoon and put on kitchen paper to drain, then toss in a bowl with the caster sugar while still warm. Repeat until all the doughnuts are fried. Leave to cool before filling.
Step 14
Make a small hole in the crease of each doughnut with a butter knife, anywhere in the pale 'band of truth' between the fried top and bottom. Take the piping bag out of the fridge and slowly pipe the mixture into each doughnut until plump, about 60g per doughnut.
Step 15
Finally, prepare the toffee topping. Put the sugar in a heavy-based saucepan set over a medium heat. Heat for several minutes until the sugar has melted, shaking the pan to help it melt evenly, and keep heating until it has a rich caramel colour. Take off the heat and add the butter, being careful as it will spit. Keep stirring until you have a smooth caramel. Very carefully dip one half of each filled doughnut into the caramel. Leave to set until crisp like a crème brûlée, then enjoy.