Proceed as you would for a brioche: put the flour, the salt, the sugar, the baking powder and the zests in the bowl of a blender, using the dough hook.

Mix the milk, the rum and the vanilla with the eggs.

Incorporate three quarters of the liquid mixture into the bowl with the powder and the zests.

Start at the lowest speed until the flour has absorbed the liquid and switch to the next speed.

As soon as the dough separates from the side of the bowl, add the last quarter of the mixture and let turn until it separates again.

Add the butter, softened with a pastry roll, and knead until the dough separates from the bowl.

Let the dough rise at room temperature until it has become puffy (between one and two hours depending on the temperature of the room) and fold it in two before flattening it by pressing with both your wetted hands.

Cover the dough with a film and store away in the refrigerator for a minimum of 4 hours or until the next day.

* As an alternative to the liquid vanilla, brew one split vanilla pod in milk 24 hours in advance after having scraped the grains with the blade of a knife. Take the pod out before incorporating the milk to the dough.

Using a pastry roll, spread the dough to an approximate thickness of 2mm.

Cut away disks with an 8cm diameter cookie cutter to obtain doughnuts of approximately 25g each.

Make a hole at the centre of the doughnut and take one side of the disk of dough. Pass it through the hole and pull it out on the other side before crimping the edges.

Lay the doughnuts on a lightly floured baking plate and let it swell at room temperature (ideally around 25°C), until it has become puffy.

Bake the doughnuts during approximately 2 minutes on each side in oil at 180°C and flip them upside-down when half baked.

Take the doughnuts out of the oil and leave to cool on a paper towel.

Sprinkle both sides with icing sugar.

* Ideally, use a fryer. If this is not possible, use a pan or a large stew pot to be able to lay the doughnuts side by side on the surface of the oil.