Prepare the yeast dough first. Warm the milk in the microwave or on the stove top until lukewarm; the milk should not be too hot! Pour the milk into a large mixing bowl and whisk in the sugar for about 30 seconds. Sprinkle the dry yeast over the top and let it stand for 5 minutes. Whisk again and add the melted butter (cooled!), egg, pumpkin puree, vanilla and maple extracts, salt, cinnamon and nutmeg. Whisk all the ingredients together for a few minutes, until a smooth batter forms.
Begin adding the flour, about 1 cup at a time, mixing well after each addition. Once a dough ball forms, invert the dough onto a lightly floured work surface. Knead the dough for 4 to 5 minutes, dusting occasionally with flour when needed. The dough needs to be super soft and slightly sticky. Place the dough back into a clean mixing bowl and cover the bowl with a kitchen towel. Allow the dough to proof in a warm corner of the kitchen until doubled in size, about 1 to 1 1/2 hours.
Making the Pumpkin Donuts:
Once the dough has proofed, begin preheating the frying oil. Pour the oil into a large braising pan or pot and attached a thermometer. Warm the oil over medium-high heat until it reaches 350F/177C.
Meanwhile, knead the proofed dough for 1 minute, then use a floured rolling pin to roll the dough out. The dough needs to be on the thicker side, about 1/3 to 1/2-inch thickness. Use a classic donut cutter or a 3-inch circle cutter to cut out the shape. Cut out as many as possible, then collect the scrapes, knead and reuse.
Drop the doughnuts into the preheated oil and fry for 3 to 4 minutes per side, until the doughnuts are a deep golden color. Turn them with tongs and continue cooking on the other side. Once done, remove the doughnuts onto paper towels to absorb the excess oil. In a medium bowl, combine the remaining 1 cup sugar and 1 tbsp cinnamon and whisk together. About 30 seconds after removing from the oil, gently dip the hot doughnuts into the cinnamon sugar until well coated all over. Place them onto a wire rack to cool.
For Filled Pumpkin Donuts:
For the filling: in a mixing bowl, whisk the softened cream cheese for a few minutes until it's smooth and clump-free, about 2 minutes. Add the pumpkin puree, extract and cinnamon and whisk again for a few minutes until the mixture is uniform; scrape down the sides of the mixing bowl often. Add the powdered sugar and mix again for a minute. Add the heavy cream last and whisk on high speed for about 1 minute, until the filling is fluffy. Do not overmix - overmixing will cause the filling to separate!
Transfer the filling into a pastry bag tipped with a filling tip or a regular star tip. Allow the donuts to cool completely before filling them! Use a small knife to make cuts from the side into the center of each donut, creating a pocket inside. Pipe each donut full of the filling; it's okay if some comes out the sides. Any leftover filled donuts need to be refrigerated. This filling recipe yields enough filling for the entire doughnut batch. If you want to make half regular and half filled, reduce the filling recipe in half.
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