When Christmas draws near in Portugal, many kitchens smell of orange zest and cinnamon. That is thanks to sonhos de Natal – Christmas dreams – small balls of choux pastry that are traditionally deep-fried and rolled in cinnamon sugar while they are still warm. I call them Portuguese winter donuts, and in an air fryer they turn out crisp on the outside, airy inside and full of fresh orange.

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You don’t need a pot full of oil. The dough is cooked until it is really dry, the balls get room around them, and the basket stays closed while they puff up. At the end they are brushed with butter and rolled in cinnamon sugar – Christmas baking that is easier to make than it looks.
Estimated reading time: 4 minutes
Table of Contents
Why I love Portuguese winter donuts in the air fryer
Sonhos show how little it takes to make something festive: water, butter, flour and eggs plus the finely grated zest of an organic orange, which gives the dough a scent of Christmas without taking over. The cinnamon sugar does the rest, and the kids can happily help roll them in the sugar.
Sonhos are a bit like Spanish buñuelos, but where buñuelos are often filled with cream, it is the orange zest and cinnamon sugar that give sonhos their flavour. With a little pumpkin purée in the dough you get a version in the style of sonhos de abóbora – see the recipe notes.
Air fryer instead of deep-frying
Traditionally, the dough is dropped straight into hot oil, which fills the kitchen with frying fumes and leaves a pot of used oil afterwards. In the air fryer, the hot air sets the crust while the moisture in the dough turns to steam and pumps the balls up from the inside. The result is lighter and less greasy – somewhere between a choux puff and a donut.
My kitchen test of Portuguese winter donuts
I have baked sonhos in my Cosori Dual Blaze, and the sweet spot is 180 °C for 15 minutes followed by 5 minutes at 160 °C without opening the basket. The high heat makes the balls puff up, and the lower temperature dries the crust all the way through, so they don’t collapse. The Dual Blaze has heating elements both above and below the basket, so they got an even, golden colour all the way round – an advantage when the basket has to stay closed.
Each batch of 8 balls takes 20 minutes, so two batches give 40 minutes in the air fryer and 65 minutes in total with 25 minutes of preparation. The first batch can be brushed and rolled in cinnamon sugar while the second one bakes. In my Philips XXL there is plenty of room for 8 balls with 4 cm between them – in a smaller air fryer you bake them in three batches.
Cook the dough until it leaves the sides of the pan and a thin film forms on the bottom. The drier the dough is before the eggs go in, the better your sonhos will puff up.
Tips and tricks from the author: Morten Jensen
The typical mistakes and how to avoid them
The most common mistake is a dough that is too wet. If it isn’t cooked dry enough, or if too much egg goes in, the balls spread out instead of rising. Stir and press the dough against the bottom of the pan over a medium heat for 2-3 minutes, add the eggs a little at a time, and stop when the dough is glossy and slides slowly off the spoon in a thick point.
The second mistake is opening the basket during baking. Cold air makes the balls collapse before the crust has set, so keep the basket closed – even when you turn the temperature down to 160 °C. The third mistake is packing the basket too tightly, so the air can’t circulate and the balls turn soft at the sides. Keep at least 4 cm between them, and if the sides are still soft when the time is up, give them 2-3 more minutes at 160 °C. Prick a small hole in the side of each one with a toothpick when they come out, so the steam can escape and the crust stays crisp.
How to serve Portuguese winter donuts
Sonhos taste best warm and on the same day they are baked. Here are my favourites:
- Warm with a cup of coffee on a cold December afternoon
- With a small glass of port, as they do in Portugal
- On the Christmas table alongside rabanadas and filhoses, two other Portuguese Christmas classics
- Drizzled with a syrup cooked from sugar, water, orange zest and a cinnamon stick instead of cinnamon sugar
- As a Portuguese touch on the cake table next to the Danish æbleskiver
Storing and reheating
Sonhos are best on the same day, but they can be stored for 1-2 days in an airtight container at room temperature. Reheat them in the air fryer at 160 °C for 3-5 minutes, so the crust turns crisp again. They can also be frozen without the topping for up to 2 months. Let them thaw, warm them in the air fryer, and finish with butter and cinnamon sugar.
Portuguese winter donuts are a little piece of southern European Christmas that fits nicely into a Danish December. Cook the dough dry, give the balls room, and keep the basket closed – then you get sonhos that live up to their name.
FAQ
Sonhos de Natal means Christmas dreams. They are small Portuguese Christmas balls made from choux pastry, which are traditionally deep-fried and tossed in cinnamon sugar or drizzled with syrup.
Both are airy balls of dough, but Spanish buñuelos are often filled with cream. Sonhos are not filled – here it is the orange zest in the dough and the cinnamon sugar on the outside that give the flavour.
Usually the dough is too wet, or the basket has been opened during baking. Cook the dough dry, stop adding eggs when the dough slides slowly off the spoon, and keep the basket closed – including the last 5 minutes at 160 °C.
Recipe

Portuguese winter donuts in the Air Fryer
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Recommended equipment
- 1 Air fryer
- 1 Kitchen scale
- 1 Fine grater
- 1 Small pot
- 1 Wooden spoon
- 1 Mixing bowl
- 1 Small bowl
- 1 Electric mixer
- 2 Spoon
- 1 Parchment paper (for air fryer)
- 1 Toothpick
- 1 Pastry brush
- 1 Deep plate
Shopping list
Ingredients
How to make it
Preparation
- Put the saucepan back on a medium heat and keep stirring and pressing the dough against the bottom for 2-3 minutes, so it cooks dry. It is ready when it comes together in a glossy lump that leaves the sides of the pan and a thin film forms on the bottom. The drier the dough, the better the balls puff up.
- Transfer the dough to a mixing bowl and let it steam off for 5 minutes, so the eggs don’t scramble when they go in.
- Whisk 3 pcs eggs together in a small bowl. Add them to the dough a little at a time and beat with an electric whisk until each portion is fully absorbed before you add more. Stop when the dough is glossy and smooth and slides slowly off a spoon in a thick point – you may not need the last spoonful of egg.
- Shape the dough into 16 balls using two spoons – about one heaped tablespoon for each – and arrange them on two pieces of baking paper that fit the basket, 8 on each. Keep at least 4 cm between them so the balls can puff up, and smooth the tops with a wet fingertip.
- Mix 75 g sugar and 2 tsp ground cinnamon in a deep plate. Melt 30 g butter over a low heat or briefly in the microwave, so everything is ready when the first sonhos come out.
Cooking in the air fryer
- Preheat the air fryer to 180 °C fan. Only put the baking paper in the basket once the balls are on it, so it doesn’t blow up against the heating element.
- Turn the temperature down to 160 °C without opening the basket and bake for another 5 minutes, until they are deep golden, firm at the sides and feel light when you lift them.
- Take them out and prick a small hole in the side of each with a toothpick, so the steam can escape and the crust stays crisp.
- Turn the temperature back up to 180 °C and bake the last 8 balls in the same way: 15 minutes at 180 °C and then 5 minutes at 160 °C without opening the basket. Prick holes in them too when they come out.
Serving
- Brush the warm sonhos lightly with the melted butter – do the first batch while the second one bakes.
- Roll them in the cinnamon sugar straight away, while they are still warm, so the sugar sticks. Serve them the same day, preferably warm.
Our notes for the recipe
Cook the dough until it is really dry before the eggs go in – a dough that is too wet spreads out instead of puffing up. Don’t open the basket while a batch is baking, and give the balls plenty of space so the hot air can circulate around them. If they are still soft at the sides when the time is up, give them 2-3 more minutes at 160 °C. Variation:
For a pumpkin version in the style of sonhos de abóbora, you can stir about 100 g of firm, well-drained pumpkin purée made from roasted butternut squash into the dough before the eggs go in. Use about one egg less and stop when the dough holds its shape – the balls puff up a little less, but turn out moist and deep golden. Instead of cinnamon sugar, you can drizzle them with a syrup cooked from sugar, water, orange zest and a cinnamon stick. Serving:
Sonhos are part of the Portuguese Christmas table alongside, for example, rabanadas and filhoses, and are served warm with coffee or a glass of port. Unlike Spanish buñuelos, which are often filled with cream, it is the orange zest and cinnamon sugar that give sonhos their flavour. Portion size:
The recipe makes about 16 sonhos (4 per person) and is baked in two batches of 8 at a time. If you have a small air fryer, bake them in three batches – they need room to grow.
Your notes for the recipe
Nutrition per serving (Guideline)
Important about shelf life and nutrition
Nutrition per serving (guideline): Calculations are based on data from the United States Department of Agriculture (USDA). Shelf life (guideline): Shelf life data is provided, as far as possible, by public institutions, including national food authorities. Our information is therefore only indicative, and it is your responsibility to obtain and calculate accurate information about shelf life and nutrition for all recipes on airfryerkogebogen.dk
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