Activate the yeast: In a small bowl, combine the warm milk, sugar, and flour. Stir in the dry yeast and let it sit for about 5-10 minutes, or until it becomes bubbly and frothy.

Make the dough: In a large mixing bowl, combine the salt, warm milk, heavy cream, egg yolks, and rum. Add the yeast mixture and mix with a whisk or a stand mixer. Gradually add flour, one cup at a time, until a soft and slightly sticky dough forms. You may need to add more milk if the dough feels too stiff. Knead for a few minutes until smooth.

Let the dough rise: Cover the bowl with a clean kitchen towel and let the dough rise for 1 hour or until doubled in size.

Shape the doughnuts: Once the dough has risen, roll it out on a lightly floured surface to a thickness of about 2 cm. Using a large glass, cut out rounds and place them on a tray. Let the doughnuts rest and rise for another 15 minutes.

Fry the doughnuts: Heat vegetable oil in a deep fryer or large pan to about 170°C (340°F). Fry the doughnuts for about 1-2 minutes on each side, or until golden brown. Be careful not to over-fry.

Coat in sugar: Once fried, place the doughnuts on a paper towel-lined tray to absorb excess oil. After 15 seconds, coat them in a mixture of granulated sugar and vanilla sugar.

Fill the doughnuts: Carefully make a hole in each doughnut using a spoon. Fill a piping bag with slightly melted Lotus Biscoff spread (it should be thick but not runny) and pipe the filling into the doughnut. For a creamier filling, you can mix the Lotus spread with whipped cream.

Serve: These doughnuts are best served fresh, within an hour of filling. They are at their softest and most flavorful when eaten right away. If they become a little firm, a quick reheat in the microwave will bring them back to life.