Make the pastry cream: In a medium pot, combine the milk, honey, and vanilla bean. Heat over medium heat until the mixture begins to simmer.
While the milk heats, whisk the sugar and cornstarch together in a medium bowl. When the milk begins to simmer, whisk the egg yolks into the sugar mixture, mixing well to combine.
When the milk is simmering, gently pour about 1/3 of it into the yolk mixture, whisking constantly while you add it.
Return the mixture to the pot and cook over medium low heat, stirring constantly, until the mixture comes to first boil—a few large bubbles should appear at the center of the pot (not just little bubbles around the edge).
Transfer the pastry cream to a shallow dish and cover directly with plastic wrap. Refrigerate until well chilled.
Make the doughnuts: Heat 3 to 4 inches of oil over medium-high heat until it reads around 350°F on a thermometer (or throw a scrap piece of dough in as a tester—if the dough bubbles and rises to the surface, the oil is good to go).
While the oil heats, roll out the doughnut dough on a lightly floured surface to 1/2 inch thick. Cut the dough into rectangles (no need to be precise, but I like about 2 x 4 inches).
Let the doughnuts rise, covered, on a lightly floured surface for 30 minutes to 1 hour. When the oil is hot, gently add the doughnuts to the pot in batches, frying until they’re golden brown on both sides, 3 to 4 minutes.
Drain the doughnuts on several layers of absorbent paper towels. Let cool for 5 to 10 minutes.
Transfer the chilled pastry cream to a pastry bag with a medium circle tip. Use the handle of a wooden spoon to poke a large hole in the side or base of the doughnuts.
Place the pastry tip in the hole on the doughnut, and apply pressure to the bag. Fill the doughnut until it feels a bit heavy—like there’s plenty of filling inside.
In a small bowl, whisk the powdered sugar, honey, and milk or cream to combine. Add more milk or cream as needed to make a dippable glaze.
Dunk each doughnut into the glaze, and garnish with a small piece of honeycomb, if desired. Serve immediately.
I always have three kinds of hot sauce in my purse. I have a soft spot for making people their favorite dessert, especially if it's wrapped in a pastry crust. My newest cookbook, The Book on Pie, is out on November 10th, 2020.