1. Beat together the egg yolks, sugar, vanilla, cream, milk and starch. Cook over low heat, stirring constantly for 5 minutes. Beat in cold butter, cover, and set aside to cool completely.
2. Beat the egg with sugar, milk and oil. Add dry ingredients (flour, milk, and baking powder). Knead to make a soft, sticky dough.
3. Turn the dough out onto a floured surface, add more flour on top, and roll out to 1 inch (2.5 cm) thick.
4. Cut the dough with a square cookie cutter. Fry for 5-6 minutes, flipping halfway.
5. Let the donuts cool on a plate covered with a paper towel. Make an indentation in the center all the way and fill it with pastry cream.
6. Dust the cream puffs in powdered sugar before serving.