In large bowl, sift together the flour, sugar, baking powder and salt. In a small bowl whisk together the buttermilk, egg, egg yolks, oil and vanilla extract.
Make a well in the dry ingredients and pour in the buttermilk mixture, mix together until evenly combined. The dough will be very sticky at this stage.
Cover the bowl with clingflim and refrigerate for an hour.
Dust the worksurface liberally with flour and using floured hands scrape out the dough and pat or roll out 1/2 an inch thick. Using a floured 3-inch round cookie cut out the doughnuts, discarding the scraps. If you want ring doughnuts use a smaller cutter to remove the centers.
In a deep fat fryer heat the oil to 190°C. Fry two or 3 doughnuts at a time for 1 1/2 minutes per side until golden brown. Remove with a slotted spoon and place on paper towels to drain off excess oil.
For the filling place the coconut milk into a medium saucepan and bring the milk to a boil over medium heat. Whilst coming to temperature whisk the egg yolks, flour and sugar together in a medium bowl, until light and pale.
Once the milk has come to temperature slowly pour half over the egg mixture whisking constantly. Scrape the egg mixture back into pan and cook over medium heat until thickened, whisking constantly. Pour into a bowl and stir in the vanilla, if you want a stronger coconut flavour add a little coconut extract. Cover with clingfilm and refrigerate until needed.
For the glaze, mix the icing sugar, milk and vanilla extract together until smooth with no icing sugar lumps. To assemble the doughnuts place the coconut custard in a piping bag fitted with a thin star tip and press the tip into the side of a doughnut and squeeze in some custard. Dip the doughnut in the glaze and then sprinkle with a little desiccated coconut.
Recipe courtesy of Edd Kimber.