In the bowl of a stand mixer fitted with the dough hook, combine the warm water, lemon zest, vanilla extract, instant yeast, egg yolks, and granulated sugar. Gradually add in the all-purpose flour and fine sea salt, mixing until absorbed. Add the unsalted butter and heavy cream, beating on medium speed for 6 to 8 minutes, or until a smooth sticky dough forms. Remove the dough to a lightly greased bowl, cover, and let rise until doubled in size, about 1 1/2 hours.

On a lightly floured work surface, roll the dough out to about 1/2-inch thickness. Using a round cookie cutter, cut out 6 rounds from the dough. Place on a large parchment-lined baking sheet spacing far apart. Cover and let rise until puffy, about 45 minutes.

Preheat the oven to 350?F. Bake the doughnuts for about 10 minutes, or until golden brown and puffed. Let cool completely.

In a medium saucepan, whisk together the whole milk and half the sugar. Place over medium heat to come to a boil.

In a small bowl, whisk the yolks, pinch of salt, and the remaining granulated sugar. Stir in the all-purpose flour.

When the milk boils, whisk a third of the boiled milk into the egg mixture, whisking constantly. Pour the egg mixture back into the pot. Continue whisking until the cream thickens and comes to a boil. Pour the cream into a heat-proof glass or stainless-steel bowl or pan. Press plastic wrap directly against the surface of the cream. Refrigerate until completely chilled.

Remove the pastry cream to a piping bag fitted with a long filling tip. Insert the tip into the side of a doughnut and squeeze the filling inside to fill. Repeat for the remaining doughnuts.

Place the doughnuts on a wire rack over a baking tray. In a glass measuring cup, combine the granulated sugar and water and stir until combined. Spoon the sugar mixture over each doughnut and allow to set for 5 minutes. Using a kitchen blowtorch, caramelize the sugar until amber. Serve.