1In a bowl, combine 1 tablespoon of sugar, salt, and yeast. Pour in half of the warm milk (about 38°C) and 2 tablespoons of flour. Whisk together. Cover with plastic wrap and let sit for 15 minutes until foamy.
2Mix the remaining flour with the remaining sugar. Add to the yeast mixture along with vanilla paste and egg. Knead until you have a soft, slightly sticky dough. Avoid adding too much extra flour.
3Cover the bowl with plastic wrap and let rise in a warm place for 40-60 minutes, until doubled in size.
4On a lightly floured surface, roll the dough to 2.5 cm (1 inch) thickness. Cut into circles about 5 cm (2 inches) in diameter using a cutter or glass. You should get 8-10 pieces.
5Cover the donuts with plastic wrap and let them rise another 20 minutes.
6Preheat the air fryer to 193°C (380°F). Spray the basket with olive oil and place the donuts inside. Cook for 4 minutes on one side, then flip and cook another 3-4 minutes until golden brown.
7Let the donuts cool slightly. Fill a piping bag fitted with a round tip with lemon curd. Poke a hole in the side of each donut and fill with lemon curd.
8Dust with powdered sugar and serve.