Sift the flours into the bowl, add the butter, sugar and yeast, fit dough hook and mix on speed min for 1 minute, until combined. Add the milk, 90ml (3 floz) luke warm water, and egg and blend on speed min for 3 minutes, until a soft dough forms. Continue blending on speed 2 for 2 minutes.
Remove the bowl, cover with lightly oiled clear - film and leave in a warm place for about 1-2 hours, until well risen and doubled in size.
Fit bowl and dough hook and re-knead on speed 2 for 2 minutes. Turn the dough out onto a lightly floured surface. Divide the dough into 12 pieces and shape half into balls, flatten out well and place a spoonful of jam in the centre. Gather the edges over the jam to enclose and pinch firmly together. Place on a lightly oiled baking sheet well spaced apart. Roll the remaining dough into balls and place on the baking sheet.
Cover with lightly oiled, clear film and leave in a warm place for about 30 minutes, until doubled in size.
Heat the oil to 180°C. Drop 3-4 doughnuts into the oil and cook for about 4-5 minutes, turn over and cook for a further 3-5 minutes, until very golden. Remove from the oil and drain on kitchen paper. Repeat with the remaining doughnuts. Combine the sugar and cinnamon and coat the doughnuts.
