Heat oven to 150°Celsius. Line a bake sheet with parchment paper
Spread the cornflakes on the sheet and bake for 15 minutes
Let them cool completely then transfer to a large jug. Pour the milk into the jug and stir. Let it steep for around 20 minutes at room temperature.
Strain the mixture through a sieve into a medium bowl. The milk towards the end will take a bit longer to come through, so you can use the back of a spatula to press on the cereal. Don't press too hard though as we don't want any cornflake to comes through the sieve!
Whisk the brown sugar and salt into the milk until it's fully dissolved.
Custard
Pour the cereal milk into a medium sized saucepan and add the vanilla extract. Bring to the boil slowly.
In a separate bowl, place the egg yolks and the 125g of sugar and mix for a few seconds. Then, add the flour and mix again.
Pour the milk (which should just be beginning to boil) over the egg mixture, whisking to prevent curdling, then return the whole mixture to the saucepan. Cook over a medium heat, constantly whisking for 5 minutes. It should become very thick, but make sure to keep whisking so it doesn't burn.
Pass this thick mixture through a sieve into a bowl. Place a sheet of clingfilm on the surface so it doesn't form a skin. Leave to cool completely, then put in the fridge overnight.
The next day, once your donuts have been fried, roll the donuts in sugar (while still hot or it won't stick!) and then allow them to cool.
Whip the double cream and 2 tablespoons of sugar in a free-standing mixer until you get medium peaks. This takes about 3-4 minutes.
Fold this mixture into the chilled custard. This takes a few minutes and will at first look a bit chunky, but keep folding and mixing until it smoothens out.
Transfer mixture to a piping bag with a sharp tip. Take a sharp knife or chopstick to make a hole into each donut, and pipe custard in. You'll want to keep piping in until you can feel the skin of the donut is starting to stretch!