Preparation:
Preheat the fryer. In a sauce pan, combine the milk and vanilla bean together. Bring the milk up to a simmer, remove from the heat and cool the milk to 85 degrees. Using an electric mixing bowl, combine the yeast, sugar, butter and vanilla scrapings together. Remove the bean from the milk and whisk into the yeast and sugar mixture. Dump the flour mixture into the yeast mixture. Using a dough hook, on low speed, beat the dough until incorporated. Increase the speed and continue beating until the dough is formed and starts to climb up the dough hook, about 2 minutes.
Place the dough in a lightly greased bowl and cover. Place the dough in a warm place and let the dough to rise until double in size, about 1 hour. Turn the dough out onto a floured surface. Roll the dough out into 1/2-inch thickness. Cut half the dough out into squares. Cut the remaining dough into 1-inch strips. Cut the strips in half. Braid two strips together, sealing each end tightly. Let the doughnuts rise until double in size, about 20 minutes. Fry the doughnuts for 1 minute on each side. Remove from the fryer and drain on a paper-lined plate.
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