Heat the milk a little, just be warm, in which dissolve the two tablespoons of sugar by mixing. After, crush the yeast in milk, mix to dissolve a little, and put in a warm place, to activate the yeast. During this time we melt the butter and mix the liquid ingredients, ie the egg yolks, the melted butter, and the essences of rum and vanilla.
If the yeast has activated, it started to make a foam over the milk. Mix it with the liquid ingredients. Also put a pinch of salt, the lemon zest and then start to incorporate the sifted flour. We mix everything with a wooden spoon, as our grandparents did, or with the help of a dough mixer, until we get a smooth and even dough.
Cover the dough with a kitchen towel and put in a warm place to grow about 45 minutes. Remove the dough on a work surface covered with flour and stretch it with a rolling pin until it has a thickness of about 1 cm.
Cut the dough in doughnut shapes using a doughnut cutter or with the help of a glass. The remaining dough we gather, knead it a little, stretch it again and cut it into doughnut shapes until it is finished. Cover these shapes with a kitchen towel and allow about 15 minutes to grow.
In a saucepan put to heat about 1 litre of sunflower oil, in which we will fry the doughnuts. The oil temperature does not have to be very high, up to 190 degrees, otherwise, the doughnuts will burn outside. Take one of the dough shapes, make a hole with your finger in the middle and fry with the hole in the bottom.
Cover the pan with a lid and let it fry for about a minute. Take off the lid, turn the doughnuts and fry them on the other side, this time without a lid. Put the doughnuts in a bowl lined with a paper towel, to drain the excess oil.