In the bowl of a stand mixer fitted with a dough hook, combine the milk, yeast, sugar, flour, butter, egg, yolk, ground cardamom, and salt. Mix on medium speed for 15 to 20 minutes until the dough is smooth, elastic, and passes the windowpane test. Cover the bowl and let the dough rise in a warm spot until doubled in size, about 45 minutes to 1 hour.

While the dough rises, place the chopped rhubarb, sugar, orange zest, and juice in a medium saucepan. Cook over medium heat, stirring occasionally, until the rhubarb softens and breaks down into a thick compote, about 10 to 15 minutes. Stir in the vanilla and a pinch of salt, then let it cool completely.

In a mixing bowl, combine the heavy cream, mascarpone, egg yolk, sugar, vanilla, and a pinch of salt. Whip with a hand mixer or whisk until medium-stiff peaks form. Refrigerate until ready to use.

Once the dough has risen, turn it out onto a lightly floured surface and divide into 8 equal pieces. Roll each piece into a smooth ball and place on a parchment-lined baking sheet. Press each one gently to flatten slightly. Cover and let rest while you heat the oil.

Heat 3 inches of neutral oil in a heavy-bottomed pot to 350 to 375°F. Fry 2 to 3 donuts at a time until puffed and golden brown, about 2 to 3 minutes per side. Transfer to paper towels to drain briefly, then toss in granulated sugar while still warm. Let cool slightly before filling.

Transfer the cooled compote and whipped cream to separate piping bags. Use a knife to pierce a hole in each donut. Fill each donut with a bit of rhubarb compote followed by mascarpone cream. Arrange filling-side-up in a dish or on a platter and serve immediately.