In a pan, heat the water, milk, and butter until the butter just begins to melt.
Remove from heat and allow to cool until lukewarm.
Add the vanilla and sprinkle in the yeast. Stir to combine and let sit for around 10 minutes to activate.
In a large bowl, mix 350g of flour with the sugar, nutmeg, and cinnamon.
Add the wet ingredients and gradually mix in more flour as needed.
Knead for about five minutes until smooth and elastic. Place back in the bowl, cover with a towel, and leave in a warm place to rise until doubled in size.
Leave in a warm place until it has pretty much doubled in size.
Drop dollops of Nutella (about 1-2 teaspoons each) onto a lined baking tray. Freeze for about an hour to harden.
Punch the dough down and knead briefly. Divide it into 8 equal-sized balls. Pull the edges of each ball into the center, creating a smooth finish.
Flatten each ball in your hand, place a Nutella dollop in the center, and seal the dough around the Nutella.
Place the dough balls on a lined tray, cover, and proof for 45-60 minutes in a warm place.
Actifry: Remove the rotary part, sprinkle in a little vegetable oil, and let it run for a couple of minutes. Place doughnuts in batches, brush with oil, and manually shuffle them for even cooking.Air fryer: Brush doughnuts with a little oil. Space them out in the basket and cook at 175°C for about 4 minutes per batch, or until golden brown. When golden brown, remove from the air fryer and let cool on kitchen paper.
Sprinkle with icing sugar and enjoy while still warm.