In a large mixing bowl, combine the all-purpose flour, sugar, salt, and instant yeast. Whisk together until evenly mixed.

Next, add the warm milk, melted butter, and egg to the bowl. Mix with a spatula or wooden spoon until a rough dough forms.

Transfer the mixture to a lightly floured surface. Knead the dough for about 5–7 minutes until it becomes smooth and elastic.

Place the kneaded dough back into the bowl, cover it with a clean kitchen towel, and let it rise in a warm spot for about 1 hour, or until it has doubled in size.

After the dough has risen, punch it down gently to release the air. Divide it into small portions, about the size of a golf ball. Flatten each ball slightly.

Place a cube of mozzarella or cream cheese in the center of each flattened dough section. Carefully fold the dough around the cheese, pinching it to seal and creating a ball shape.

In a deep frying pan, heat vegetable oil to 350°F (175°C). Carefully drop the prepared cheese-filled balls into the hot oil, frying them in batches to avoid overcrowding. Cook for 2–3 minutes on each side until they are golden brown.

Use a slotted spoon to remove the donuts from the oil and let them drain on a paper towel-lined plate. In a bowl, mix the sugar with ground cinnamon. While the donuts are still warm, roll them in the cinnamon-sugar mixture until fully coated.

Enjoy these treats warm, and watch as the gooey cheese pulls apart with every bite for the ultimate indulgent experience.