Set donuts on top of a tray lined with parchment paper or a silicon mat. You want to leave some room between the donuts because they will rise slightly.
Repeat with remaining dough. Just be careful not to keep kneading the dough too much as you re-roll it, or the dough might become tough and chewy.
I made 12 large donuts and made the rest into small donut holes. Feel free to make more of the large ones if you don’t want any donut holes. The recipe for the pastry cream will be enough to fill about 20 donuts, depending on how generous you are with your filling.
Place the mixture back in the pan, over medium heat, stirring without stopping. Cook the custard for a few minutes until it becomes thick. When the custard starts thickening up, the mixture will look scrambled or lumpy. Just continue to stir and cook and it will come together and become smooth.
Transfer the mixture to a bowl. Add the vanilla.
Keep it refrigerated until ready to use, and I recommend refrigerating it for at least a couple of hours before using it.