Prepare the Custard Filling:

1. Heat the Milk and Cream: In a medium saucepan, heat the milk and heavy cream over medium heat until steaming but not boiling.
2. Whisk the Egg Yolks and Sugar: In a separate bowl, whisk together egg yolks, sugar, and cornstarch until smooth and pale.
3. Temper the Eggs: Slowly pour a small amount of the hot milk mixture into the egg yolks while whisking continuously to prevent scrambling.
4. Cook the Custard: Return the mixture to the saucepan and cook over low heat, stirring constantly, until thickened (about 3-5 minutes).
5. Add Vanilla & Chill: Remove from heat, stir in vanilla, then transfer to a bowl. Cover with plastic wrap, pressing it directly onto the surface to prevent skin formation. Chill for at least 30 minutes.

Make the Baked Donuts:

6. Preheat the Oven: Preheat your oven to 350°F (175°C). Grease a donut pan with non-stick spray.
7. Mix the Dry Ingredients: In a medium bowl, whisk together the flour, baking powder, baking soda, salt, and sugar.
8. Combine Wet Ingredients: In a separate bowl, whisk the eggs, buttermilk, melted butter, and vanilla extract until well combined.
9. Combine Wet and Dry Mixtures: Gradually add the wet ingredients to the dry ingredients, stirring until just combined. Do not overmix.
10. Fill the Donut Pan: Spoon or pipe the batter into the prepared donut pan, filling each cavity about ¾ full.
11. Bake: Bake for 12-15 minutes or until the donuts are lightly golden and spring back when touched.
12. Cool: Let the donuts cool in the pan for 5 minutes, then transfer to a wire rack to cool completely.

Fill and Brûlée the Donuts:

13. Fill the Donuts: Transfer the chilled custard to a piping bag with a small round tip. Insert the tip into the side of each donut and fill with custard.
14. Sprinkle Sugar on Top: Evenly sprinkle granulated sugar over the top of each donut.
15. Torch the Sugar: Using a kitchen torch, caramelize the sugar until it forms a crisp, golden crust. Allow to set for 1-2 minutes before serving.