1In an electric mixer fitted with a dough hook or strong paddle, combine flour, eggs, water, sugar, cocoa, yeast and salt. Mix on low. Knead on medium 4 to 5 mins.
2With motor running, add butter, one cube at a time, kneading between each addition until dough is smooth and shiny (takes about 5 mins). Transfer to a lightly greased bowl and set aside, covered, 1 hour until doubled.
3CHOCOLATE CUSTARD In a saucepan, heat milk and cocoa on low, until hot. In a bowl, whisk sugar, flour and yolks until smooth. Whisk ½ cup hot milk mixture into egg mixture. Whisk egg mixture into remaining milk mixture. Cook, stirring constantly, on medium heat until boiling. Reduce heat to low and simmer 3 mins. Transfer to a bowl. Cover top of custard with plastic wrap. Chill 1 hour.
4Knock back dough with fist. Knead until smooth. Roll 2 tsps dough into a ball. Place on a lined oven tray. Repeat with remaining dough. Set aside, covered, 40 mins.
5In a heavy-based saucepan. Heat oil until a piece of dough sizzles when added (180 C). Cook balls in 4 batches, 1 min each, turning. Drain and cool.
6Pierce each with a small knife. Pipe in custard using a piping bag with a 0.5-cm nozzle. Top with chocolate and sprinkles. Chill 10 mins, then serve.
Photo: Rob Shaw/BauerSyndication.com.au