Start by warming up the milk until lukewarm, about 90-100 F. Don’t go hotter than this or you may kill the yeast.
Add sugar and mix to dissolve. Add yeast. Let mixture rest for 5-10 minutes until yeast blooms. The mixture will look spongy and risen.
Add eggs one at a time.
Now add the flour, salt, vanilla, and nutmeg.
Mix all ingredients together using a spoon or the dough hook.
Once dough has come together, add unsalted butter by the tablespoon with the mixer on.
*If using instant yeast instead of active yeast, you don't need to let the yeast + liquid + sugar proof, simply mix all ingredients together in the bowl and proceed to step 6 of the donut dough recipe.