Add yeast to warm water and whisk until dissolved, then wait 5-10 minutes for yeast to bubble up.

Heat milk and add butter, stirring until melted.

In a large bowl, combine all dry ingredients, then add wet ingredients and mix thoroughly until combined (the mixture will be lumpy).

Cover with plastic wrap and let sit in a dark, warm place until doubled in size (approximately 1 hour).

Once doubled, knead dough for 5 minutes until smooth and elastic, then place onto a floured surface.

Roll dough out to a 1/3" thickness using a floured rolling pin.

Cut dough using an oval cookie cutter and place ovals on a floured parchment lined tray; reserve half for the next step.

Cut reserved ovals in half, brush water on the top third of each oval, and place a half-oval on top.

Cover with plastic wrap and let rise for 1 hour.

Gather dough remnants, roll out very thin, and cut into thin strips.

Fry strips in hot oil at 370°F for 1 minute on each side and place on paper towels to drain.

For the filling, combine milk, sugar, corn starch, egg yolks, vanilla bean paste, and salt in a saucepan and whisk until combined, then cook over low-medium heat until thickened.

Once cooled, whip heavy cream to firm peaks, then fold in pastry cream. Place cream in a piping bag.

Pipe filling into each donut until slightly heavy.

For the glaze, melt chocolate and butter over low heat, then mix in confectioner's sugar and hot water until combined.

Dip tops of donuts into chocolate glaze.

For caramel ridges, microwave caramels for no more than 10 seconds until pliable, then roll thin and cut into strips before placing them on the donuts.

Paint the cockroaches using black food color and add detailing on the caramel strips.