View Photos Vaultn. A room or compartment, often built of steel, for the safekeeping of valuables.Doughnut Vaultn. A room, roughly five by ten feet, hawking giant, fresh-from-the-fryer treats to lucky passersby.For months, Brendan Sodikoff (Gilt Bar, Maude’s) has tempted us with visions of stacked ginger and glazed vanilla, chocolate, and chestnut donuts (seasonal flavors coming soon), sold from an elusive walk-up window.Tuesday, Doughnut Vault quietly unlocked its door. Tucked inside an old vault next to Gilt Bar, bakers François and Henri riff on classic recipes to produce warm, pitch-perfect donuts using the highest-quality ingredients. Our advice? Go early (the Vault closes when it sells out), brave the lines, and take yours to go.To maintain quality, orders are limited to half a dozen per person. Dough!Doughnut Vault, 400½ North Franklin Street, at Kinzie Street (thedoughnutvault.tumblr.com). Sneak a peek at what’s frying.Photo: Courtesy of Kari Skaflen.