In a small jug, whisk together the milk and butter and heat gently until the butter is just melted and the milk is slightly warmed. You can do this step in the microwave for a few seconds or on the stovetop.

Once the butter has melted then whisk in the egg. Set aside.

In a stand mixer fitted with a dough hook attachment, combine the flour, sugar, yeast, and salt and mix together.

To the dry ingredients stir in the cheese and jalapenos.

With the mixer running on medium speed, slowly add just enough wet ingredients until the dough comes together and cleans the bottom of the bowl. Note you might not need every drop of the liquid.

Continue to mix on low speed for 3-4 minutes. Turn onto a lightly floured surface and knead by hand for a few minutes until the dough is smooth.

Grease a large bowl with a little oil, place the dough inside and turn to coat with oil. Cover tightly with cling wrap, cover with a clean kitchen towel and allow to rise until doubled in size, about 1-1 ½ hours.

Punch down dough and turn out onto a lightly floured surface. Roll the dough to about ½” thick and cut out rounds and holes using a 3 inch and 1 1/2 inch biscuit cutters.

Place donuts on a parchment-lined baking sheet. Cover with cling wrap and a clean kitchen towel and allow to rise until the cut edges are rounded off (about 25 to 30 minutes.)

Pour roughly 1 1/2 inches of oil into a heavy-bottomed pot and pre-heat to a medium/medium-low heat (roughly 345F). Allow to heat for a few minutes before adding your dough.

Fry the donuts about 2 minutes on each side until golden brown. The donut holes will take a little less time. Fry in 2-3 batches as to not overcrowd the pan. Carefully place on a paper towel-lined baking sheet.

Enjoy the freshly cooked donuts within a few hours. Store any leftovers at room temperature for up to 24 hours in an airtight container.