These little gems are baked, not fried, and they're very rich and sweet.
Preheat the oven to 350 degrees (F). Lightly brush melted butter or unflavored coconut oil in the cups of a regular-sized donut pan.
In a large mixing bowl, whisk together the cocoa, flour, sugar, baking powder, and baking soda.
In a small mixing bowl, whisk together the egg, milk, vanilla, vinegar, and melted butter or vegetable oil. Don't worry if the vinegar curdles the milk and melted butter.
Add the wet ingredients to the dry ingredients and stir until blended.
Spoon the batter into the prepared pans, filling them about 3/4 full.
Bake the donuts for 10 to 12 minutes, or until a toothpick inserted into the center of one comes out clean. Do not overbake.
Remove the donuts from the oven, allow to cool a few minutes, invert cooling rack over pan, and turn pan and cooling rack together right side up. If the donuts do not fall out of the pan, loosen the edges carefully with a narrow silicone spatula and try again.
Let donuts cool. Using a serrated knife, carefully slice donuts in half horizontally so that you have two circles from each donut.
Place ingredients in a bowl and beat until combined. Filling will be stiff, but it rolls out well at room temperature.
Recipe can be doubled. Excess can be stored in refrigerator.
Form vanilla filling into a ball.
Using a rolling pin, roll filling between two sheets of parchment paper to about 1/4 inch.
Using a donut cutter, cut out rings of filling.
Slide a thin spatula underneath rings and gently place them on the flat side of the donut half that was on top in the oven.
Make a "sandwich" by gently pressing the other slice on top. Serve rounded side up.
This makes six regular-sized donuts. These are so rich that you might prefer to make them as mini-donuts. If using a mini-donut pan, bake for about 7 minutes or until a toothpick comes out clean. Do not overbake.
Recipe can be doubled.
*The coconut oil should be warmed until workable, about 80 - 100 degrees (F). If you substitute virgin coconut oil, your filling will have a coconut flavor. Do not substitute liquid coconut oil.