Roll the challah dough into small balls. Place on a cookie sheet. Cover with a slightly damp cloth and let rise for half an hour.

Meanwhile, heat oil in a pan until it reaches 375–385 degrees Fahrenheit (190–196 degrees Celsius) on a thermometer. Add the dough balls to the pan (don’t overcrowd the pan) and fry until browned on both sides (this can take less than a minute). Remove from the oil with a slotted spoon and set on paper towels to drain. Continue until all the dough balls are fried.

In a small saucepan, bring sugar, water, and vanilla sugar to a light boil. Reduce heat and simmer for 20 minutes.

Add the orange zest and mix to combine evenly. (If you don’t love orange flavor, you can omit the orange zest and add a cinnamon stick to the syrup instead.)

Using a slotted spoon, dip each doughnut into the mixture to coat.

Transfer to a serving dish and serve warm.