These donuts are the perfect partner for a nice cup of coffee. This recipe uses home-milled wheat. You can make this with all store bought AP flour (3.5 cups total), or the same combination using store bought whole wheat flour.
In a saucepan, heat the milk and shortening till milk is warm (apx 100°). Shortening does not need to melt and probably won't be fully melted.
In a bowl combine 1 cup hard red wheat flour, sugar, salt, nutmeg, and dry yeast. Whisk together.
Allow milk mixture to cool to 110° and then pour into bowl with the dry ingredients. Mix well, scraping the bottom of the bowl, until smooth.
Slowly add the rest of the flour while mixing (*see note on home-milled flour). You'll remove the paddle and use the dough hook to knead this dough to a smooth, but not stiff, dough ball. You do not want this dough to be stiff or dried out with too much flour.
Cover and let rise 1 hour till doubled.
Punch dough down and roll out on floured surface to 1/2 inch thickness. Cut donuts into preferred shape using biscuit cutters, donut cutter, floured glass, or whatever you want.
Cover again and let rise to double their size (apx 30-45m)
While donuts rise, in a microwave safe bowl, melt the butter and add in the powdered sugar, whisk together, mix will be thick. Add the vanilla extract and just 1 Tbsp of milk. Whisk well so no lumps exist and glaze is smooth. If it's still too thick, add the second tablespoon of milk.
Heat 2 inches of oil in a sturdy pan to 375° for about 2 minutes on each side. Place on cooling rack over paper towels or inside baking sheet to drain away excess oil. While donuts are still warm, dip the tops in glaze and set back on cooking rack. Enjoy alongside fresh, hot coffee.
Notes
When working with whole wheat, keep in mind it soaks up way more liquid than AP flour. Always add your flour slowly. You are wanting to keep the dough a little tacky when mixing the first time to avoid dry, gross donuts.
You could substitute the home-milled wheat for the same amount of store bought whole wheat flour. The same rules apply for this whole wheat flour, add slowly to avoid adding too much.