Activate the yeast by mixing it with warm milk and sugar.
Combine flour, salt, and melted butter in a bowl.
Add the activated yeast mixture and eggs to the dry ingredients.
Knead the dough until smooth and elastic, then let it rise.
Roll out the dough and cut out donut shapes.
Heat oil to 350°F (175°C) for frying.
Fry the donuts until golden brown on both sides.
Prepare the Bavarian cream filling by whipping heavy cream and powdered sugar.
Fill the cooled donuts with Bavarian cream using a piping bag.
Dust with powdered sugar before serving for that finishing touch.