Make the dough. Combine active dry yeast with 1 teaspoon sugar and warm milk. Let sit for 5 minutes or until foamy and yeast is activated.

Meanwhile, make pumpkin custard. Heat milk with sugar in a heavy bottomed pot over low heat until warm. In a separate bowl, whisk together egg with egg yolks, pumpkin puree, cornstarch, cinnamon, and salt. Slowly add warm milk to egg mixture, whisking constantly. Pour custard back into pot and bring to a simmer over medium-low heat. Continue to mix until custard thickens, about 5 minutes. Remove from heat and add butter and vanilla, whisking until butter is fully incorporated. Transfer custard to a heatsafe bowl and cover with plastic wrap directly touching the surface. Let cool completely.

Punch down dough. Lightly dust counter with flour. Roll out dough until it's ½ inch thick. Cut out 2 ½-inch round circles and place them on a lined baking sheet. If you need to reroll the dough to get 8 donuts, knead the dough and let it rest for 10 minutes before rolling it out again. Lightly cover the donuts and let it rise for 1 hour in a warm area.

Heat frying oil to 350 degrees F.

Gently drop donuts in hot oil, working in batches. Fry donuts until golden brown, about 1-2 minutes. Then flip and fry on the other side until golden brown, another 1-2 minutes. Remove donuts with a slotted spoon and place on papertowels to drain excess oil. Let cool slightly.

Transfer pumpkin custard to piping bag or ziploc bag. Cut a small slit in the side of each donut and pipe custard filling inside.

Combine chocolate chips and coconut oil in a heatsafe bowl. Microwave in 30 second increments, stirring each time until chocolate is melted. Dip donuts one by one in chocolate and place in a wire rack. Let chocolate set, then serve.