In a large mixing bowl, combine the flour, sugar, instant yeast, lemon zest, and kosher salt. Mix well.
In a separate bowl, whisk together the warm milk, egg yolks, softened butter, and vanilla extract until smooth.
Gradually add the wet mixture to the dry ingredients, stirring until a sticky dough forms. If the dough is too dry, add a little more milk, one tablespoon at a time, until it comes together.
Turn the dough out onto a floured surface and knead it for about 5-7 minutes, or until it becomes smooth and elastic. If using a stand mixer, knead on medium speed with the dough hook for about 5 minutes.
Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1-2 hours, or until it has doubled in size.
Once the dough has risen, punch it down and turn it out onto a floured surface. Roll it out to about 1/2-inch thickness and cut out circles using a biscuit cutter or a glass. Place the circles on a parchment-lined baking sheet, cover, and let them rise for another 30-45 minutes.
In a deep pot or heavy skillet, heat the oil to 350°F (175°C). Carefully add a few donuts at a time, frying for about 2-3 minutes on each side or until golden brown. Use a slotted spoon to transfer them to a cooling rack lined with paper towels.
Once the donuts are cool enough to handle, use a piping bag fitted with a small round tip to fill each donut with raspberry jam (or your favorite filling).
In a shallow bowl, mix the granulated sugar with a pinch of cinnamon. Roll the filled donuts in the sugar mixture until coated. Optionally, dust with powdered sugar for an extra touch of sweetness.
