 Milk is utilized in the making of doughnuts, but in large scale bakeries, one form of milk used is nonfat dry milk solids.These solids are obtained by removing most of the water from skim milk with heat, and this heat additionally denatures the whey proteins and increases the absorption properties of the remaining proteins.The ability of the casein and whey proteins to absorb excess water is essential to prolonging the doughnut's freshness.