Heat heavy cream in a medium stock pot over medium-high heat. Add 3 tsp vanilla extract, citrus zest, and citrus juice.
In a large heatproof bowl, whisk 3 egg yolks with cornstarch, 3/4 tsp salt, and 1/2 cup sugar until light and fluffy.
When your cream is bubbling and steamy, remove from heat and gradually add to your egg mixture, whisking constantly. Transfer mixture back to stock pot.
Cook mixture for 5-10 minutes while whisking constantly until thickened and pudding-like. Remove from heat and work in 8 tbsp sliced cold butter.
Let pastry cream cool for 10-15 minutes, then cover with plastic wrap and chill in fridge for at least 1-2 hours.
To make choux pastry, add 1 cup water, 2 tbsp sugar, 1/2 tsp vanilla extract, and 4 tbsp butter into a clean stock pot. Heat over medium-high until fully melted and mix together.
Add your flour and 3/4 tsp salt and mix into a dough with a wooden spoon or nonstick spatula. Cook for 3-5 minutes, stirring constantly, to cook out the flour taste.
Remove dough from heat and let cool for a few minutes.
Heat enough oil in a large sauté pan or dutch oven to fill the pot 4-5 inches high. Heat over medium-high until the oil temperature reaches 375°F, or until a piece of batter bubbles and sizzles quickly.
Transfer dough to the bowl of a stand mixer (or use a hand mixer) and beat on medium speed for 5 minutes until there is no more steam and the dough is lukewarm, not hot.
Whisk your 4 whole eggs in a bowl until combined. Turn your mixer up to medium-high and gradually add eggs until you achieve a thick cake-like batter. Firm enough to hold on the beater but loose enough to drop and form a V-shape.
Transfer your choux dough to a large piping bag with a star tip. Pipe a ring on parchment paper and continue piping a second ring on top of the dough. Repeat to make 5 more donuts, evenly spaced on the parchment.
Cut your parchment paper around the choux dough and fry donuts in batches of 3, carefully removing each piece of parchment paper from the hot oil after they start to cook.
Turn donuts after 2-3 minutes, browning fully on each side, for a total of 6-8 minutes. Remove donuts with a slotted spoon and transfer to a paper towel-lined baking sheet.
Once your donuts are done frying and are slightly cooled, remove your pastry cream from the fridge and transfer to a large piping bag with a star tip.
Slice each donut in half like a hamburger bun and pipe a circle of pastry cream into each, sandwiching the other donut half on top.
Dust each donut with powdered sugar and pipe another bit of pastry cream into the center of each donut. Top with a cherry, if you like them.