To make the cinnamon sugar, whisk together sugar and cinnamon. Set aside.

To make the doughnuts, add yeast, 2 tsp sugar and warm milk in the bowl of a stand mixer. Let stand for 5 to 8 minutes, until the mixture is foamy. Whisk in remaining sugar and eggs.

Add half of the flour and all of the salt to the bowl. Using a dough hook, mix on low until the dough starts to come together. Add the rest of the flour and mix until the dough looks a bit shaggy. Slowly add the butter and beat at medium speed. Knead for about 3 minutes until the mixture is a smooth dough.

Add dough to a bowl that's been greased lightly with oil. Cover with plastic wrap. Place in the refrigerator and let chill overnight.

To make the filling, whisk together egg yolks, sugar, cornstarch, cocoa powder, and salt in a medium saucepan. Slowly whisk in the milk. Place pan over medium low heat and slowly warm the mixture, stirring constantly.

Once the mixture comes to a boil, the chocolate mixture will thicken. Remove from heat and continue to whisk until thick and smooth. Add chocolate chunks, butter, vanilla extract, cinnamon and cayenne pepper. Stir until the chocolate and butter has melted and is well-combined.

Add pastry cream to a small bowl and cover with plastic wrap, making sure the plastic touches the top of the cream. Chill for at least 2 hours.

When you are ready to make the doughnuts, flour a flat work surface and roll out the dough to approximately 1/2 inch thick. Using a 4 inch round cutter, cut out the doughnuts, placing them on a parchment lined baking sheet. Cover the rounds with plastic wrap and let rest for 45 minutes. They should be puffy!

Add oil to a large, heavy bottomed pot (I used a Dutch oven) and heat over medium heat until oil is 350 degrees F.

Fry the doughnuts in batches of approximately 2 to 3 rounds. Cook for approximately 2 minutes per side until golden brown. Remove when cooked and toss in cinnamon sugar. Set on plate aside. to cool.

When the doughnuts are cooled, use a straw or chopstick to poke holes on either side of the doughnut.

Fill a pastry bag, fitted with a small piping tip, with the chilled pastry cream. Pipe in the pastry cream on both sides of each doughnut, approximately 1/4 cup of cream on each side. Serve immediately.