Yeast Donut Dough 

1. In the bowl of a stand mixer, whisk together the warmed milk and 1 teaspoon of sugar. Next, whisk in the yeast and cover the bowl with a large plate or clean kitchen towel. Set aside for 8-10 minutes or until the mixture has a foamy, bubbly appearance with a fermented aroma.
2. In a medium mixing bowl, whisk together the flour, salt, and remaining sugar. Set aside. Using a stand mixer with the dough hook attached, mix in the egg into the activated yeast at medium speed to combine.
3. Reduce the mixer speed to low and mix all of the dry ingredients into the liquid mixture until a shaggy-looking dough starts to form. At this point, mix the softened butter into the dough 1 tablespoon at a time. Increase the mixer speed to medium and knead the dough for 6 minutes. The dough will be soft and smooth to the touch.
4. If the dough is too soft and difficult to handle, add additional flour 1 tablespoon at a time until the dough is more manageable to work with. For light and airy donuts take care to not add too much flour.
5. Transfer the dough into a large greased mixing bowl, cover with plastic wrap/clean kitchen towel, and place in a warm part of the kitchen to rise until it has doubled in size, about 60-90 minutes.
6. Gently deflate the dough with a fisted hand, cover the bowl with plastic wrap/kitchen towel, and let the dough rest for 5 minutes. Cut a large sheet of parchment paper into 12 squares.
7. Transfer the dough to a floured surface, lightly sprinkle the top with flour, and use a bench scraper or sharp knife to cut the dough into 12 equal pieces.
8. Shape each piece of dough into a smooth ball and place on pre-cut squares of parchment paper before transferring to a large baking sheet. Loosely cover the baking sheet with plastic wrap and place in a warm part of the kitchen allowing the dough to double size, about 30-35 minutes (this timeframe may vary depending on the warmth of your kitchen).
9. Line a cooling rack with two layers of paper towels. Heat the oil in a medium-deep bottom pan to 350F. In batches of one or two, carefully place the risen balls of dough into the oil. Use kitchen tongs to remove the parchment square.
10. Fry the dough for 1 – 2 minutes per side or until golden brown in color. Use a slotted/spider spoon to transfer the donut to the prepared cooling rack. Continue this process until all the donuts are fried.

Pumpkin Cheesecake Filling

1. In a medium mixing bowl with a hand mixer, mix the cream cheese, pumpkin puree, pumpkin pie spice, and vanilla extract together at medium speed until smooth.
2. Next, mix in the powdered sugar followed by the heavy cream, 1-2 tablespoons at a time, just until fully incorporated. Keep the filling refrigerated until ready to use.

Assembly

1. Make sugar coating by whisking together the sugar and pumpkin pie spice in a small mixing bowl to combine.
2. Individually coat each donut in the sugar mixture. Use a skewer/chopstick to make an opening at the top of each donut pushing the skewer/chopstick about 2/3 the way down into the donuts to create a space for the filling.
3. Transfer the filling into a large pastry or Ziplock bag. Cut off 1/2 inch from the tip of the bag and fill the donuts with the filling. Pipe an extra dollop of the filling on top of each donut before serving.