Stir the yeast and sugar into the milk and leave for 15 minutes until frothy.
Place the flour, salt and butter in the bowl of a food processor with a metal blade and process for a few seconds to distribute the butter.
Add eggs and yeast mixture and process again for 30 seconds.
Place dough in an oiled bowl, turn dough over so it is covered with oil then cover bowl with clingfilm and leave in a warm place for 1 hour.
Place filling ingredients in a saucepan and simmer gently for 20 minutes, then leaving lid on, turn off heat.
Punch dough down and process for another 30 seconds. Grease an oven tray.
With some flour for your hands nearby, pinch off golfball-sized pieces of dough and gently stretch each flat on your palm.
Place a teaspoon of apple filling in centre of dough and fold dough over, making sure filling is entirely enclosed. Place on oven tray and repeat using all dough.
Leave doughnuts in a warm place for another 30 minutes. Heat a large pot with oil - about half full - until 220C then drop doughnuts 3 or 4 at a time depending on size of pot.
When they pop up to the surface, turn a few times until a deep golden colour.
This should take about 5 minutes, then drain on paper towels and toss in caster sugar.
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