Warm the milk until it is getting nice and warm when you dip your finger in it (about 105 degrees). Add the milk to a mixing bowl or the bowl of a stand mixer. Add the sugar and stir to dissolve. Add the yeast and stir to combine. Let the yeast rest for 5 minutes until it gets foamy.
Add the flour, milk powder and beaten eggs to the bowl. Stir to combine.
Add salt and mix until the dough comes together.
Add the shortening and mix until the dough becomes smooth and elastic.
Take a little bit of the dough and stretch it until it looks transparent. If the dough does not break/tear, it means the dough is smooth and elastic. If it's still broken/torn, continue to knead until it reaches the window pane (transparent).
Divide the dough into 24 parts. Round each part and then press it, make a hole in the middle with your finger.
Arrange the donuts on a baking sheet that has been sprinkled with flour.
Cover loosely with plastic cling wrap. Let them rise until they look fluffy (it is not necessary to double the size) about 30 minutes depending how warm your kitchen is. Be careful not to over proof, because the donuts will dent when they're fried).
Heat a lot of oil with low heat. When the oil gets really hot, fry the donuts. Flip the donut just once when the underside is golden brown then continue to fry the other side until golden brown.
Remove the donuts from the hot oil and place them on a paper towel lined baking sheet to remove extra grease.
HOW TO STORE IN THE FREEZER :
Leave the cooked donuts to room temperature. Then arrange them (without glaze/topping) into a ziplock, you can also use an airtight container. If using a ziplock, make sure to dispose of the air inside it before closing it.
When you are going to consume it, remove some as needed from the freezer and put them directly in the air fryer (don't need to thaw the donuts). Set the temperature to 350 F for 3-5 minutes.
