"The trick to piping custard into these bar-shaped confections (also called eclairs) is to use a wooden skewer to carve out a channel in the donut before filling it...."
INGREDIENTS
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FOR THE CUSTARD
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⅓ cup Sugar
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3 egg yolks
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2 tbsp. cornstarch
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2 tbsp. unsalted butter, cubed
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1½ tsp. vanilla extract
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1 cup milk
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FOR THE DONUTS
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1¼-oz. package active dry yeast
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2 tbsp. sugar
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2 tbsp. vegetable shortening
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½ tsp. kosher salt
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⅛ tsp. freshly grated nutmeg
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¼ cup evaporated milk
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1 egg, beaten
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2½ cups (11¼ oz.) all-purpose flour, sifted, plus more for dusting