In a pan, heat the water, milk and butter, just until the butter is starting to melt. Remove from the heat and allow to cool until it just lukewarm. Then sprinkle in the yeast. Stir until combined and leave for around 10 minutes to activate.
In a large bowl, mix around 350g of flour with the sugar, vanilla sugar, nutmeg and cinnamon. Pour in the wet ingredients and gradually add more flour as needed. Knead for around five minutes until the dough is smooth and elastic and then place back in the bowl and cover with a towel (see note 4). Leave in a warm place until it has pretty much doubled in size.
Drop dollops of Nutella (around 1-2 teaspoons each) on a baking tray lined with grease-proof paper. Place in the freezer for an hour to harden up.
Knock back the dough and briefly knead again, and then divide into 8 roughly equal sized balls, pulling the outsides in to make a nice, smooth finish. Take each ball and flatten in the palm of your hand and place one of the Nutella dollops in the centre. Pull over the outsides of the dough so that the Nutella is completely covered.
Place the dough balls on a baking tray lined with grease-proof paper, cover, and leave in a warm place to proof for around 45-60 minutes.
Actifry: remove the rotary part of your Actifry, then sprinkle in a touch of vegetable oil. Place the lid on and let it run for a couple of minutes, then gently place several doughnuts in (you will need to cook them in batches). Brush a little oil over the top. Because the rotary part is not being used, you will manually need to shuffle the doughnuts around to ensure an even cooking. Airfryer: spray or grease your Airfryer basket with oil. Do the same with the top of the doughnuts. Place them in the basket with a nice amount of space between them (you will need to cook them in batches) for about four minutes each on 175°C. When golden brown, remove from the Airfryer and leave to cool on some kitchen paper. Sprinkle liberally with icing sugar and scoff them down while still warm!