Place sugar, eggs, nutmeg, butter, water and salt into the Thermomix bowl and blend 1 min/37ºC/speed 4.
Add flour and levain and mix 6 sec/speed 8. Knead 4 min/Interval or dough setting. Set aside in floured Silpat mat and allow to double. This will take up to 4-6 hours depending on the temperature in your room.
Pull and fold 4 times. Wrap and place into the fridge overnight for a slow prove.
Remove from the fridge in the morning and line two oven trays with baking paper and dust them with flour. Work while the dough is cold. It will make it easier. Roll the dough out, divide it into equal size pieces, I used approx 95g. Roll each one with the ball of your hand, vigorously into a small dough ball that is smooth with no seams underneath. Place on the prepared trays and repeat with all the dough. Cover and prove for around 4 hours or until fluffy and wobbly. If they are not fluffy and wobbly, you should not proceed with the frying. Give them a bit more time! You can thank me later. If you prove them and then run out of time to cook them, refrigerate them, covered, again at this point, then fry and fill when you have the time.
Place EVOO into a small saucepan and heat until it reaches 160°C. Fry donuts for exactly 13 minutes, let cool and drain on a paper towel before coating in icing sugar.
Meanwhile, make and chill the filling custard.
Toast the flour for the custard by placing into a dry frying pan onto a medium heat until it is turning a golden colour. Keep moving it around as you do this. This will prevent any 'raw' flour taste in the custard after it is cooked. Cool slightly.
Place all custard ingredients into the Thermomix bowl (including the toasted flour) and cook 8 min/80°C/speed 4.
Cook further 2 min/90°C/speed 4. Remove from bowl and place into a container. Press a piece of paper (cartouche) right onto the surface of the custard. Cool on the bench for 2 hours and then refrigerate until ready to use. You can make this in advance up to a week.
Place a small circle nozzle inside a piping bag and fill with custard. Pipe into the side of the donuts.
If you don't wish to cook doughnuts for filling with custard, you can cook regular shaped doughnuts at the same temperature for 8 minutes. Dust with icing sugar or glaze and add sparkle to taste!