• In a small bowl, sprinkle yeast over warm water. Stir gently and then let rest for about 5 minutes, until mixture gets frothy.
• In a stand mixer (or in a big bowl), whisk together flour,  salt, and ¼ cup sugar.
• Add milk, vanilla, egg yolks, and yeast mixture to the bowl and blend together using your dough hook if you have one (if not, use a wooden spoon). With mixer on low, slowly add butter in. Once butter is added, increase mixer speed to medium-high and beat dough for about 3 minutes. If you don't have a dough hook, take dough out of bowl and knead on a lightly floured surface until smooth and elastic.
• Keeping dough in the bowl, lightly sprinkle with flour and cover bowl with a kitchen towel. Place bowl in a warm spot to rise for about 2 hours.
• Place dough on a lightly floured surface and roll into a square about ½-inch thick.
• Using a biscuit cutter or the top of a drinking glass, cut out as many rounds as possible. I used a 3-inch biscuit cutter and got about 18 doughnuts. Place rounds on lightly floured baking sheets.
• Cover baking sheets with kitchen towels, place in a warm spot, and let rise for about 45 minutes.
• In a large stockpot, heat about 2.5 inches of canola oil to 350 degrees. Place remaining ¾ cup sugar in a shallow medium bowl. Once oil is heated, put 3-4 doughnuts at a time into the hot oil. Let fry for about a minute and then flip over to fry on the other side until donuts are golden brown on both sides.
• Place fried doughnuts immediately in bowl of granulated sugar and toss to coat. Then place on a paper towel covered plate to let cool.
• Fill a pastry bag, fitted with a ½-inch round tip, with grapefruit jam. Insert the tip into the end of the cooled doughnuts and pipe about 2 teaspoons of jam into each.

Grapefruit Jam

• Cut off the top and bottom of each grapefruit. Standing the grapefruit on one end, remove the rest of the rind and pith in strips following fruit's contour. Then, holding the grapefruit over a bowl (to catch any juices) cut out the grapefruit segments from in between the strips of the membrane that surrounds them. 
• Once segments are all removed, place grapefruit segments and juice in a blender and process until smooth.
• Pour grapefruit mixture into a large saucepan and over medium-high heat, bring mixture to a boil (mixture will likely be foaming). Once boiling, lower heat to medium-low, add in zest, and let simmer for about 25-35 minutes. Jam is done when it registers at 220 degrees on a thermometer. If you don't have a thermometer, you can test jam by placing a small plate that's been in the freezer and dropping a little bit of jam on it. If it firms up, it's done.
• Allow to cool and then store in a jar in the fridge until ready to enjoy or fill donuts.