Make the Donut Dough

1. Warm the milk until it’s warm to the touch but not hot.
2. Mix the warm milk with the yeast and a spoonful of the brown sugar; let it sit for about 5 minutes until foamy.
3. Stir in pumpkin puree, egg, melted butter, vanilla, and the rest of the sugar.
4. Add flour, salt, and spices. Stir until it starts looking like shaggy dough, then knead until smooth and soft.

Shape and Proof the Donuts

1. Press the dough down and roll it out to about half an inch thick.
2. Use a donut cutter or two round cutters to shape the donuts.
3. Place shaped donuts on parchment squares and cover loosely with a towel to rise for 30 to 45 minutes.

Fry the Donuts

1. Heat oil to around 350°F in a heavy pot.
2. Fry donuts 1 to 2 minutes per side until golden brown, then drain on paper towels.

Make the Pumpkin Cream Cheese Filling

1. Beat the cream cheese until smooth, then add powdered sugar, pumpkin puree, vanilla, cinnamon, and a pinch of salt.
2. Beat until fluffy and refrigerate if too soft to pipe.

Fill the Donuts

1. Once cooled, use a piping bag to fill donuts with cream cheese filling.

Make the Cinnamon Sugar Coating

1. Mix sugar with cinnamon and a tiny pinch of salt, then roll warm donuts in the mixture.