For the panna cotta, put the double cream into a small pan with the vanilla pod and seeds, bring to the boil and then remove from the heat. Add the drained, squeezed gelatine and whisk to dissolve.
Set aside to cool, then add the buttermilk and whisk to combine. Remove the vanilla pod and carefully pour the mixture into 8 panna cotta moulds, making sure the vanilla seeds are distributed evenly. Place in the fridge for 4 hours.
For the orange jelly, heat the Sauternes and sugar in a saucepan until the sugar has dissolved. Add the drained, squeezed gelatine and heat until it has dissolved, don’t whisk too much as you don’t want bubbles.
Remove from the heat and leave to cool for 5 minutes before adding the orange juice. Stir to combine and then pass through a fine sieve into a jug.
Oil a shallow baking tray and line with cling film and pour the mixture into the tray. Place in the fridge to set for at least 2 hours.
For the doughnuts, warm the milk gently in a saucepan. Mix the flour, sugar, salt and yeast in a freestanding mixer. Add the warm milk and egg and mix to a sticky dough. Using a dough hook, knead for about 5 minutes until smooth and elastic.
With the mixer running, gradually add the softened butter a little at a time kneading in between each addition. This will take about 10 minutes.
Flour a work surface and turn out the dough. Continue to knead until smooth, shiny and no longer sticky. Place the dough in a large bowl, cover and leave in a warm place to rise for 2 hours or until doubled in size. Mould the dough into small balls and place on a lined baking tray and leave to rise again for 20 minutes.
Heat the oil in a deep fat fryer or a deep-sided, heavy bottomed pan to 190C, or until a breadcrumb sizzles and turns golden-brown when dropped into it. (CAUTION: hot oil can be dangerous. Do not over-fill the pan or leave unattended). Carefully lower the doughnuts into the fat and fry for 3-4 minutes until golden-brown. Drain on kitchen paper. Transfer to a plate and dust with caster sugar.
For the mascarpone cream, whisk the mascarpone, sugar, double cream and vanilla seeds together in a bowl.
Cut the jelly into 2½cm/1in squares. Briefly lower each panna cotta mould into warm water and turn out onto a plate.
Place 2 spoonfuls of the mascarpone cream on each plate and top with an orange jelly square. Place 2 doughnuts on each plate and scatter the orange segments and mint around the plate.