Combine the warm milk and the yeast, then let it sit for about 5 minutes until it becomes foamy.
Whisk together the egg, melted butter, and vanilla in a medium-sized bowl. Set aside.
In the bowl of a stand mixer fitted with the hook attachment, mix 3 cups of flour, granulated sugar, sea salt, and cinnamon gently.
Add the milk mixture to the bowl with the whisked wet ingredients and mix until everything is combined.
Knead the dough on medium-low speed for about 5 minutes until it is soft and slightly sticky, adding flour as necessary.
Spray a large bowl with cooking spray, place the dough inside, and cover it with plastic wrap to rise until doubled, about 1 hour.
Punch down the dough and let it rise again for about 1 hour after kneading out the air bubbles.
Divide the dough into 16 even pieces, roll each into thin ropes, twist them, and pinch to shape into donuts.
Heat 3-4 inches of oil in a Dutch oven to 325°F.
In a large bowl, combine the coating sugar, brown sugar, and cinnamon.
Fry 3-4 donuts at a time for about 5 minutes, flipping until they are golden brown, then toss them in the cinnamon sugar mixture.
Place the fried donuts on a wire rack to cool and serve warm.
