In the bowl of your standing mixer sift and combine flour, salt, ground nutmeg and sugar. Set aside.
In a glass or a small bowl, combine active dry yeast, teaspoon of sugar and lukewarm water. Let it rest for 5 minutes until the top becomes frothy.
In the meantime, warm your milk (but don't let it boil) and pour it over the butter which you've previously cubed and put in a medium sized bowl. The milk should melt the butter and everything should be body temperature prior to using.
Now, add the whisked eggs, yeast and butter/milk mixture to the flour mixture, fit your standing mixer with a dough hook and let it knead on low speed for about 10 minutes. The dough is ready when it starts pulling away from the sides of your bowl and is soft to the touch.
Transfer the dough to a large bowl which you've previously floured or lightly greased so it doesn't stick. Cover with a clean tea towel or cling film and allow it to rise in a warm place for about an hour or until it doubles in size.
Once your dough is ready, punch it a little to deflate it, transfer on a clean, floured surface then roll the dough to about 1.5 to 2 cm thick. (around ½ inch to ¾ inch). Using a 5 cm (2 inch) round cookie cutter, cut the dough into cricles and place on a baking sheet lined with baking paper. Cover with clean tea towel and let them rest and rise for another 20 to 30 minutes.
You don't want to overproof your doughnuts, otherwise they will become hollow. When the dough is ready, heat approx. 1 litre of vegetable oil in a heavy-bottomed pan. Oil should be between 170 and 180 degrees Celsius. That's around 340 to 350F.
Fry 3-4 doughnuts at a time for a couple of minutes or until golden. Take them out to a plate covered with paper towels. Let them cool completely before filling and covering with powdered sugar.
For the pastry cream filling:
In a medium sized saucepan, heat the milk just until boiling point.
In the meantime, in a separate bowl, combine the egg yolks, egg, flour, sugar and salt using a whisk.
Once the milk has reached scalding point, start pouring it SLOWLY to egg mixture, whisking continuously so you don't cook the eggs. About half to ⅔ of hot milk will do. Once you tempered the egg mixture, add it to the pot with remaining milk and continue cooking, whisking constantly, until it thickens.
Once it's done, stir in vanilla extract, orange zest and butter and whisk until everything is combined.
Strain the pastry cream to a clean bowl through a sieve, to get rid of any cooked egg bits and lumps. Cover with cling film touching the surface to prevent skin forming. Put it in the fridge to cool completely.