First of all take lukewarm milk in a bowl then add in sugar and active yeast and keep aside at want place so yeast can be active.
Now take all purpose flour, milk powder, baking soda and salt in a bowl and mix them all well then add milk and yeast mixture in it and mix well with flour.
Now add in butter and vanilla essence and knead soft dough from it and aside for 2 hours so it can get fermented.
After 2 hours again knead dough well so air can be removed and roll out 1 inch thick roti from dough then cut it with the help of donut cutter and grease the donuts with oil and keep aside for 30-35 minutes.
After 35 minutes fry the donuts in medium hot oil till gets nice golden brown then take out in a plate, now din the donuts in chocolate sauce then sprinkle some sugar sprinkler on them and enjoy.