1. Preheat oven to 350°F (175°C) and grease a donut pan.
2. Mix flour, baking powder, and salt. In another bowl, combine sugar, milk, butter, eggs, and vanilla. Add wet ingredients to dry ingredients and mix.
3. Fill donut pan cavities 3/4 full and bake 12-15 minutes. Let cool.
4. Heat cream and vanilla in a saucepan until boiling. Remove from heat and let sit 10 minutes. Remove vanilla pod.
5. Whisk egg yolks and sugar together. Add hot cream gradually, whisking. Simmer until thickened. Let cool.
6. Top donuts with crème brûlée mixture. Sprinkle with sugar and caramelize with a kitchen torch.