Place all ingredients except flour into TM bowl and warm for 1 min/37ºC/speed 3.
Add flour and knead 2 min/Interval. Tip out onto floured silpat mat and bring together with hands. Wrap tightly and prove until doubled.
Place nuts, vanilla bean and sugar into TM bowl and mill 10 sec/speed 8.
Add remaining ingredients and blend 10 sec/speed 6 until you have formed a paste. It should be quite workable with wet hands, and not too sticky. Form into a long snake shape and cut into 12 equal pieces.
Line a tray with baking paper.
Roll dough into long sausage shape and cut into 12 equal portions. Roll each piece into a ball and then flatten in the palm of your hand, with an indent in the centre. Push a piece of the filling into the middle and pinch the dough to close. Roll the dough again to form a complete ball or filled donut shape. Repeat. Place at equal intervals on tray, cover with a tea towel and allow to rise.
Meanwhile, preheat oven on a bread baking setting to 180ºC.
When donuts have risen to double, bake for 10-12 minutes or until just golden. Whilst still warm, brush with a simple syrup and roll in caster sugar…or dust with icing sugar if you have a problem with the whole ‘sand’ texture of sugar…(the complaints I get at my house!)
To make a simple syrup, simply combine equal parts icing sugar with warm water and brush on warm donuts with a pastry brush.