In a large bowl, whisk together flour, sugar, baking powder, and salt.

Add melted butter, milk, and vanilla extract to the dry ingredients and mix until a soft dough forms.

Heat vegetable oil in a deep skillet over medium heat until hot.

Using a small cookie scoop, form the dough into balls and carefully fry until golden brown, about 2-3 minutes per batch.

Remove the donut holes from oil and drain on paper towels. Serve warm or at room temperature.