I got the recipe from my other cake related subscription Cake Decorating magazine.
To make your own you'll need:
Mix the sugar and the egg together and whip for 1 minute until light and fluffy while heating the milk to body temperature.
Knead the dough until it is soft and smooth then place in a bowl and in a warm place to prove till it has doubled in size.
Once risen, knock the air out of the dough and shape into doughnuts or place dough in doughnut ring tray. Leave to prove again for 20 mins on top of your warming oven which should be set at 230 degrees C.
Then bake for 5-8 mins until slightly golden. Better to undercook then overcook so they remain soft and un-bagel like. Take out of the overn ans whilst hot dip in melted butter and then caster sugar flavoured with or without cinammon. Serve on a cake plate but more importantly eat whilst still warm.