Lightly grease a large bowl with some of the sunflower oil; set aside.
Place the flour in a different large bowl & use your fingers to incorporate the butter until the mixture resembles coarse breadcrumbs. Stir through the yeast & the sugar & make a well in the centre of the bowl.
In a small bowl, mix together the egg & the milk. Pour the egg/milk mix into the centre of the large bowl & quickly mix together until a soft dough forms.
On a lightly floured surface, carefully knead the dough for about 5-minutes, until it is smooth & supple. Place the dough into the lightly greased bowl, cover the bowl with cling film, & leave in a warm place for 1-hour, or until it has doubled in size. (It was freezing cold the day I made these, so I left the dough to rise in our oven that had been on earlier in the morning, but was still cooling down.)
While the dough rises, make the filling. Place all of the filling ingredients together in a large pot & cook it gently over a low heat, until the apples are soft.
Remove from the heat, & take out the cinnamon stick, the cloves, & the vanilla pod. Using a food processor, blend the apple mix into a smooth puree. Pour into a different bowl & set aside to cool.
Line a baking sheet with parchment paper & set aside.
After the dough has risen, remove from the bowl & knock it back. Divide the dough into six evenly sized pieces & roll each into a smooth ball. Place the balls onto the prepared baking sheet, spaced well apart, covered with a layer of lightly oiled cling film, & leave to rise in a warm space for a further 45-minutes, or until doubled in size again.
Prepare your doughnut station. Set up a cooling rack with some kitchen paper towel laid across it. Have the bowl of caster sugar nearby. Spoon the spiced apple filling into a piping bag fitted with a medium sized nozzle, & have nearby.
In a large, deep pot, heat the sunflower oil (don’t overfill it – only 1/3 full) to 170C. Fry the doughnuts one at a time for 1-minute on each side, until a deep golden brown in colour & cooked all the way through. Once fried, place on the cooling rack until you have finished all the doughnuts.
While the doughnuts are still warm, cut a little slit into the side of each and pump as much filling as possible into the centre. Once full, gently roll the doughnuts in the caster sugar & coat completely. Serve warm!