To make the doughnuts: put the milk, flour, sugar, yeast, eggs and salt into the bowl of a stand mixer. Give it a good stir with a spoon, then attach the dough hook and turn the motor on to bring it all together. Once it’s all combined, turn the speed up to medium and knead for 5 minutes - until the dough has come together in a ball. With the mixer on slow, add the the butter in chunks then turn up the speed to medium and knead for another 5 minutes, until the dough is silky smooth and the bowl is almost clean.
Turn the dough into a clean bowl, and cover with cling film. Let it rise for 1-2 hours, or until doubled in size. Once risen, knock the dough back and divide it into 10 pieces. Shape them into neat balls, then put on a floured surface - with lots of space between them - to rise, covered, for another 30-45 minutes until they double in size again. Keep an eye on them - if they get too big they’ll be difficult to fry.
When the donuts have doubled in size, heat 1 litre of of to 180C in a high-sided pan or casserole. Don’t fill the pot more than halfway with oil. Cook the donuts in batches for 4-5 minutes, turning over so that they cook evenly on each side. They should be golden brown with a clear white strip around the middle. Put them on kitchen paper to drain while you cook the remaining donuts, then leave to cool.
To make the creme patissiere: put the milk into a large saucepan with the mashed banana, and bring it to the boil, then take it off the heat and let it cool for a few minutes. Strain it through a whisk into a large jug, and rinse out the pan.
Meanwhile, put the eggs and sugar into a large mixing bowl and whisk them together, then add in the flours and vanilla and mix them through.
Tip the hot milk into the egg mix, mix it all together then return the whole mixture to the saucepan over a low heat, and use the whisk to stir constantly while you bring it to the boil. Once the custard has reached a boil and thickened, remove it from the heat and put it into a bowl. Put clingfilm right on top of the custard to stop it forming a skin, seal it around the edge of the bowl, and chill until needed.
To make the caramelised bacon: coat the bacon in the brown sugar and heat slowly in a non-stick frying pan. As the sugar starts to bubble and caramelise, turn the rashes over to coat them fully. Once cooked, put them onto a wire rack to cool. Once cooled, break up into small pieces and put onto a small plate.
Assembling the doughnuts: make the glaze by mixing together the icing sugar and water. Pour it into a small bowl. Put the creme patissiere into a piping bag fitted with a 0.5cm nozzle. Use a chopstick to make a small hole in each doughnut and wiggle it around to make a cavity inside.
Fill each donut with creme patissiere. Dip the top of each doughnut into the glaze, then straight into the bacon pieces. Repeat with the rest of the donuts and then serve.