Creating these amazing cronuts can be simple when you follow these instructions:

1. Prepare the Dough: In a bowl, mix the flour, sugar, salt, and yeast.
2. Add Wet Ingredients: Pour in the warm milk and add the egg. Stir until combined.
3. Incorporate Butter: Add chilled butter cubes and mix until the dough is shaggy.
4. Knead the Dough: Transfer the dough onto a floured surface and knead for about 5 minutes until smooth.
5. Chill the Dough: Form the dough into a ball, wrap it in plastic wrap, and refrigerate for 30 minutes.
6. Roll Out the Dough: After chilling, roll the dough into a rectangle about 1/4 inch thick.
7. Fold the Dough: Fold the dough into thirds, like a letter, and refrigerate for another 30 minutes.
8. Shape the Cronuts: Roll out the dough again to 1/4 inch thick. Use a round cutter to cut out dough circles, then cut a smaller circle in the middle to create doughnut shapes.
9. Fry the Cronuts: Heat vegetable oil in a deep pan to 350°F (175°C). Fry the cronuts for about 2-3 minutes on each side until golden brown.
10. Drain Excess Oil: Remove the cronuts from the oil and drain on paper towels.
11. Fill the Cronuts: Once cooled, use a piping bag to fill each cronut with pastry cream.
12. Prepare the Glaze: In a bowl, mix powdered sugar, milk, and vanilla extract until smooth.
13. Glaze the Cronuts: Dip the top of each cronut into the glaze, allowing the excess to drip off.