Warm the milk to about 110°F (warm, not hot). Stir in the yeast and half the sugar and let it sit until foamy (about 5-10 minutes).

Mix in the remaining sugar, Greek yogurt, whole egg, egg yolk, cooled melted butter, and vanilla until smooth.

Gradually add the bread flour and salt and mix until a shaggy dough forms.

Knead until very soft, smooth, and stretchy, about 8–10 minutes. The dough should feel pillowy and slightly tacky. (Use a little oil on your hands/surface to knead instead of flour if needed for stickiness).

Oil a large bowl, place the dough inside, cover, and let rise somewhere warm until doubled in size, about 1–1½ hours.

Roll out the dough to about ½-inch thick, cut out solid round donut shapes, and place on parchment paper. Cover and proof for 30–40 minutes until puffy.

Heat oil in a heavy pot to 350°F. Fry the donuts for 1–2 minutes per side until deep golden brown. Let cool completely on a wire rack.

Once completely cooled, poke a hole in the side of each donut and pipe the inside full of Nutella.

Melt the mixed chocolates together until smooth. Add the chopped hazelnuts and mix well.

Dip each filled donut into the melted chocolate hazelnut mixture, letting the excess drip off. Place on a cooling rack to set.

Let the coating set completely at room temperature or in the fridge until slightly firm before serving.