For the light-coloured dough, mix 400 g flour, 1 packet of yeast and 50 g sugar in a bowl. Melt 35 g butter in a saucepan over low heat, add 175 ml milk and warm up lukewarm, remove from heat.
Add 1 egg and 1 pinch of salt to the flour mixture. Pour in the milk-butter mixture. Knead first with the dough hooks of the hand mixer, then with your hands for about 4 minutes to a smooth dough. Form dough into a ball and let it rise covered at room temperature for about 1 1/2 hours.
Make dark dough in the same way, but add the cocoa to the flour and 1 egg yolk to the egg. Knead both doughs again with your hands and let them rest in the fridge for at least 3 hours.
(You can also leave the doughs in the refrigerator overnight. Then they should be left to stand at room temperature for about 1 hour before further processing).
Roll out light-coloured dough on a floured work surface to a thickness of 1-1 1/2 cm. Place dark dough on top and roll out on the light dough so that the two doughs join. Roll up the dough sheet and roll out again 1-1 1/2 cm thick (this creates a layered pattern).
Use a donut cutter (8.5 cm Ø) to cut out circles without cutting out the inner part. Knead the dough again and again (this creates a marble pattern), roll out and cut out further circles.
Place the dough circles next to each other on a baking paper dusted with flour. Lightly dust donuts with flour, cover with a clean tea towel and leave to rise at room temperature for about 1 hour until the volume has doubled.
Heat the oil in a large, wide pot (175°-180° C; use a grease thermometer). Fry 3-4 donuts in portions on both sides for 1 1/2-2 minutes (turn with a skimmer). Take out with a skimmer and drain on kitchen paper.
Between portions, check again and again that the temperature is still at 175°-180° C. Let the donuts cool down.
Remove enough dough from the inner circle to leave a firm base. Fill with approx. 40 g pudding each. Mix icing sugar and lemon juice to a glaze. Pour the icing into a freezer bag.
Cut off a small corner and decorate donuts with it. Allow the icing to set for about 15 minutes. Dust with icing sugar before serving.