Begin heating vegetable oil in a pot over medium high heat. Watch it carefully until it reaches 300 degrees.
Meanwhile sift together flour, cocoa powder, baking powder, baking soda and salt.
In a separate small bowl, whisk together buttermilk, eggs, sugar, melted butter and vanilla extract. Add the buttermilk mixture to the flour mixture, stirring with a large spoon until a dough forms.
Using a small cookie scoop (donut holes will puff as they cook) scoop out 2-3 donut holes at a time, frying for 2-3 minutes. Flipping at least once to ensure even cooking
**NOTE: Consistent oil temperature is key. It might take a couple of test tries to get your cooking time exactly right. Pay close attention to the oil temp and the cooking time to ensure even cooking.
One finished, remove with a slotted spoon and let drain on a paper towel. Cool completely.