Mix flour, sugar and yeast together. Then add in egg, milk and butter (*room temperature) I used salted butter, if you use unsalted, add 1/4 tsp salt) Knead the dough for about 8 minutes or until the dough is smooth.
Brush some oil in a large bowl, put the dough in and cover with cling film. Let it rest for 1.5 to 2 hours, the dough will double in size.
Take the dough out, place in floured surface, roll the dough (about 1.5cm thick), cut a round shape. Cover with cling film and let it rest for 30 minutes.
Add oil in hot pan at 170C, fry the dough about 2 minutes each side. Let the doughnut cool for a minute, then coat with sugar. (If the doughnut is cool, then the sugar won't stick)
Use a chopstick to make a hole, about 3/4 depth of a doughnut. Put the jam in pipping bag then pipe the jam inside the doughnut. Enjoy!