The key to crispy and light doughnuts is making sure you are frying at the right temperature, which is 365 F. It is best to use a deep-fry or candy thermometer to help maintain the temperature and know if you need to raise or lower the heat. It is natural for the oil to drop in temperature right after you add the doughnuts, and for the oil temp to rise over the course of a few batches, so keep your eye on the thermometer.
Sfenj is best-enjoyed piping hot or warm, so if they've cooled before serving time, do reheat them briefly in the oven.
Although other types of doughnut dough can be left overnight in the refrigerator, sfenj dough will become hard and difficult to work with and may turn sour if chilled.