In a small bowl, combine warm milk, sugar and yeast and give it a stir. Let it sit and become active and bubbly.
In a large bowl or a stand mixer bowl fitted with a dough hook attachment, add in the all-purpose flour, egg and sea salt.
Pour in the yeast mixture and knead until the dough comes together.
If the dough is too sticky, add a teaspoon of flour until it's not overly sticky. It should feel slightly tacky to the touch.
Place the dough ball into a lightly oiled bowl and cover. Let it rest in a warm location until doubled in size, about 1 hour.
Once the dough has risen, punch the dough down and divide into 6 equal portions, roughly 60 grams each.
Form each portion into a round ball and flatten to about ½" thickness with a rolling pin.
Place the dough onto a square piece of parchment paper on a baking tray.
Repeat with the remainder.
Cover loosely with plastic wrap or an inverted baking tray and let the dough become risen and slightly puffy, another 20 minutes.
In a small sauce pot or deep fat fryer, heat the frying oil to 350°F/177°C.
Carefully tip the doughnut into the oil and remove the parchment paper.
Fry for about 2 minutes per side, until light golden brown, flipping halfway.
Strain the doughnut and roll it around in the jasmine sugar mixture.
Repeat with the remainder.